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BI has established several research centres. Some of them publish their reports/working papers (pdf) in publication series.

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  • On the use of machine learning for causal inference in climate economics 

    Hovdahl, Isabel (CAMP Working Paper Series Paper;05/2019, Working paper, 2019-06)
    One of the most important research questions in climate economics is the relationship between temperatures and human mortality. This paper develops a procedure that enables the use of machine learning for estimating the ...
  • Changing supply elasticities and regional housing booms 

    Aastveit, Knut Are; Albuquerque, Bruno; Anundsen, André (CAMP Working Paper Series;04/2019, Working paper, 2019-06-18)
    Recent developments in US house prices mirror those of the 1996-2006 boom, but the recovery in construction activity has been weak. Using data for 254 US metropolitan areas, we show that housing supply elasticities have ...
  • News-driven inflation expectations and information rigidities 

    Larsen, Vegard H.; Thorsrud, Leif Anders; Zhulanova, Julia (CAMP Working Paper Series;03/2019, Working paper, 2019-04-23)
    We investigate the role played by the media in the expectations formation process of households. Using a news-topic-based approach we show that news types the media choose to report on, e.g., (Internet) technology, health, ...
  • New Kid on the Block? China vs the US in World Oil Markets 

    Cross, Jamie; Nguyen, Bao H.; Zhang, Bo (CAMP Working Paper Series;02/2019, Working paper, 2019-04-08)
    China has recently overtaken the US to become the world largest importer of crude oil. In light of this fact, we formally compare contributions of demand shocks from China, the US and the rest of the world. We find that ...
  • Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 

    McAlinn, Kenichiro; Aastveit, Knut Are; Nakajima, Jouchi; West, Mike (CAMP Working Paper Series;01/2019, Working paper, 2019-01-16)
    We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, ...
  • Mind the gap! Stylized dynamic facts and structural models. 

    Canova, Fabio; Ferroni, Filippo (CAMP Working Paper Series;13/2018, Working paper, 2018-12-11)
    We study what happens to identified shocks and to dynamic responses when the structural model features q disturbances and m endogenous variables, q ≤ m, but only m1 < q variables are used in the empirical model. Identified ...
  • On the China factor in international oil markets: A regime switching approach 

    Cross, Jamie L.; Hou, Chenghan; Nguyen, Bao H. (CAMP Working Paper Series Paper;11/2018, Working paper, 2018)
    We investigate the relationship between world oil markets and China's macroeconomic performance over the past two decades. Our analysis starts by proposing a simple method for disentangling real economic activity stemming ...
  • International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 

    Cross, Jamie L.; Hou, Chenghan; Poon, Aubrey (CAMP Working Paper Series Paper No. 12/2018;, Working paper, 2018-11)
    We estimate the effects of domestic and international sources of macroeconomic uncertainty in three small open economy (SOE) inflation targeting countries: Australia, Canada and New Zealand. To this end, we propose a structural ...
  • A composite likelihood approach for dynamic structural models 

    Canova, Fabio; Matthes, Christian (CAMP Working Paper Series Paper No. 10/2018;, Working paper, 2018-10-08)
    We describe how to use the composite likelihood to ameliorate estimation, computational, and inferential problems in dynamic stochastic general equilibrium models. We present a number of situations where the methodology ...
  • Growth with Age-Dependent Preferences 

    Mehlum, Halvor; Torvik, Ragnar; Valente, Simone (CAMP Working Paper Series Paper No. 14/2018;, Working paper, 2018-12-10)
    We study the consequences of age-dependent preferences for economic growth and structural change in a two-sector model with overlapping generations and nondimishing returns to capital. Savings and accumulation rates depend ...
  • State Space Models with Endogenous Regime Switching 

    Chang, Yoosoon; Maih, Junior; Tan, Fei (CAMP Working Paper Series;09/2018, Working paper, 2018-11-24)
    This article studies the estimation of state space models whose parameters are switching endogenously between two regimes, depending on whether an autoregressive latent factor crosses some threshold level. Endogeneity stems ...
  • The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects 

    Bjørnland, Hilde C.; Zhulanova, Julia (CAMP Working Paper Series Paper No. 8/2018;, Working paper, 2018-10-16)
    We analyze if the transmission of oil price shocks on the U.S. economy has changed as a result of the shale oil boom. To do so we allow for spillovers at the state level, as well as aggregate country level effects. We ...
  • The Governance and Finance of Norwegian Family Firms: Main Characteristics of the Population 

    Berzins, Janis; Bøhren, Øyvind; Stacescu, Bogdan (CCGR Research Report;01/2018, Working paper, 2018-06)
  • Norges Bank Watch 2018: An independent Evaluation of Monetary Policy in Norway 

    Fjære, Jeanette S.; Sveen, Tommy (Norges Bank Watch;2018, Research report, 2018)
    Each year the Centre for Monetary Economics (CME) at The Department of Economics, BI Norwegian Business School, appoints an independent group of experts to evaluate monetary policy in Norway. This year the committee consists ...
  • Når gjelden blir for stor 

    Isachsen, Arne Jon (CME Working papers;3/2015, Working paper, 2015-06)
    Dette arbeidsnotatet setter sammen brevene fra årets seks første måneder: Hvem skal eie bankene? Når gjelden blir for stor. Sover OECD i timen? Velferd på kinesisk. Konkurrerende lettelser. Familien i sentrum. ...
  • The Impact of U.S. Supply Shocks on the Global Oil Price 

    Gundersen, Thomas S. (CAMP Working Paper Series;7, Working paper, 2018-04)
    I examine the role of the U.S. shale oil boom in driving global oil prices. Using a structural vector autoregressive (SVAR) model that identifies separate oil supply shocks for the U.S. and OPEC, I find that U.S. supply ...
  • Business cycle narratives 

    Larsen, Vegard H.; Thorsrud, Leif Anders (CAMP Working Paper Series;6, Working paper, 2018-04)
    This article quantifies the epidemiology of media narratives relevant to business cycles in the US, Japan, and Europe (euro area). We do so by first constructing daily business cycle indexes computed on the basis of the ...
  • Forecasting Cryptocurrencies Financial Time Series 

    Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco (CAMP Working Paper Series;5, Working paper, 2018-03)
    This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, ...
  • Why Do Boards Exist? Governance in the Absence of Corporate Law 

    Burkart, Mike; Miglietta, Salvatore; Østergaard, Charlotte (CCGR Working Paper;1/2017, Working paper, 2017)
    We study how owners trade off the costs and benefits of establishing a board in a historical setting, where boards are optional and authority over corporate decisions can be freely allocated across the general meeting, the ...
  • Recommendations for the Sharing Economy: (Re-)Balancing Power 

    Newlands, Gemma Elisabeth Marjorie; Lutz, Christoph; Fieseler, Christian (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 ...

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