Blar i Scientific articles på forfatter "Aastveit, Knut Are"

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    • Inflation expectations and the pass-through of oil prices 

      Cross, Jamie; Bjørnland, Hilde C; Aastveit, Knut Are (Journal article; Peer reviewed, 2021)
      Inflation expectations and the associated pass-through of oil price shocks depend on demand and supply conditions underlying the global oil market. We establish this result using a structural VAR model of the global oil ...

    • Nowcasting GDP in real time: a density combination approach 

      Aastveit, Knut Are; Gerdrup, Karsten R.; Jore, Anne Sofie; Thorsrud, Leif Anders (Journal article; Peer reviewed, 2014)
      In this paper, we use U.S. real-time data to produce combined density nowcasts of quarterly GDP growth, using a system of three commonly used model classes. We update the density nowcast for every new data release ...

    • Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 

      Aastveit, Knut Are; Cross, Jamie; van Dijk, Herman K. (Peer reviewed; Journal article, 2022)
      We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier ...