Browsing BI Research Centre's Series by Title
Now showing items 239-258 of 338
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Optimal Portfolio Choice under Decision-Based Model Combinations
(CAMP Working Paper Series;9/2015, Working paper, 2015)We extend the density combination approach of Billio et al. (2013) to feature combination weights that depend on the past forecasting performance of the individual models entering the combination through a utility-based ... -
Et passende penge- og valutapolitisk regime
(CME Working paper series;1/2001, Working paper, 2001) -
På vandring
(CME Working paper series;2/2012, Working paper, 2012)Dette arbeidsnotatet er en samling av Arne Jon Isachsens "Månedsbrevet" fra årets seks første måneder. Følgende artikler er inkludert i notatet: 1) På vandring; 2) Hva er luksus?; 3) Bjørnen sover, eller…?; 4) LTRO; 5) ... -
Penge- og valutapolitikk i Kina
(CME Working paper series;2/2011, Working paper, 2011)I skjæringspunktet mellom økonomi og politikk finner vi penge- og valutapolitikken. Det gjelder i alle land. Penger er makt. Når vi nå skal se nærmere på kinesisk penge- og valutapolitikk, er det viktig å ha et blikk for ... -
En pengepolitikk for Norge - etter solidaritetsalternativet
(CME Working paper series;3/1998, Working paper, 1998) -
Pengepolitikk i realtid
(CME Working paper series;2/2001, Working paper, 2001)Denne artikkelen er hentet fra "Læring gjennom økonomi, system og prosjekt", festskrift til Erling S. Andersens 60-årsdag, redigert av Petter Gottschalk og Anne Welle-Strand, utgitt av NKI forlaget (2001). Artikkelen er ... -
Petro Populism
(CAMP Working Paper Series;1/2014, Working paper, 2014)We aim to explain petro populism|the excessive use of oil revenues to buy political support. To reap the full gains of natural resource income politicians need to remain in office over time. Hence, even a rent-seeking ... -
Petro Rents, Political Institutions, and Hidden Wealth: Evidence from Bank Deposits in Tax Havens
(CAMP Working Paper Series;7/2013, Working paper, 2013)Do political institutions limit rent-seeking by politicians? To address this question, we study the transformation of petroleum rents into hidden wealth using unique data on bank deposits in tax havens. We find that ... -
Piketty's laws and logic
(CME Working Papers;7/2014, Working paper, 2014)Thomas Piketty’s Capital in the Twenty-First Century is a valuable contribution to the history of wealth and income distribution. But Piketty’s theory about wealth and income distribution as encapsulate in his laws ... -
Predicting the Volatility of Cryptocurrency Time–Series
(CAMP Working Paper Series;3, Working paper, 2018-02)Cryptocurrencies have recently gained a lot of interest from investors, central banks and governments worldwide. The lack of any form of political regu- lation and their market far from being “efficient”, require new forms ... -
The Price Responsiveness of Shale Producers: Evidence From Micro Data
(CAMP Working Paper Series;05/2021, Working paper, 2021-09-11)Shale oil producers respond positively and significantly to favourable oil price signals. This finding is established using a novel proprietary data set consisting of more than 200,000 shale wells across ten U.S. states ... -
Probabilistic Quantile Factor Analysis
(CAMP Working Paper Series;05/2023, Working paper, 2023-08-03)This paper extends quantile factor analysis to a probabilistic variant that incorporates regularization and computationally efficient variational approximations. By means of synthetic and real data experiments it is ... -
Proper scoring rules for evaluating asymmetry in density forecasting
(CAMP Working Paper Series;06/2020, Working paper, 2020-09-01)This paper proposes a novel asymmetric continuous probabilistic score (ACPS) for evaluating and comparing density forecasts. It extends the proposed score and defines a weighted version, which emphasizes regions of interest, ... -
Quantifying supply-side climate policies
(CAMP Working Paper Series;01/2022, Working paper, 2022-02)What are the effects of supply-side climate policies? We use global firm-level data to estimate the impact of 130 oil-tax reforms between 2000 and 2019 on oil production, exploration and discoveries. Higher taxes are found ... -
Quantifying time-varying forecast uncertainty and risk for the real price of oil
(CAMP Working Paper Series;03/2021, Working paper, 2021-06-01)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 ... -
R&D and productivity: A firm level investigation of the Norwegian manufacturing industry
(CREAM Publications;6/2010, Working paper, 2010)For centuries researchers have grappled with the question: What drives technological progress which in turn powers the all important aggregated growth of the economy? We argue that this question is interesting because it ... -
Recommendations for the Sharing Economy: (Re-)Balancing Power
(Research report, 2018)This report, ‘Recommendations for the Sharing Economy: (Re-)Balancing Power’, forms one element of a European Union Horizon 2020 Research Project on the sharing economy: Ps2Share ‘Participation, Privacy, and Power in the ...