Browsing NTNU Open by Author "Bårdsen, Gunnar"
Now showing items 1-20 of 44
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A Smooth-Transition Model of the Australian Unemployment Rate
Bårdsen, Gunnar; Hurn, Stan; McHugh, Zoë (Working Paper Series, 1503-299X; 2002:10, Research report, 2002)Models of the aggregate unemployment rate have traditionally been estimated from structural models of the labour market or in a linear single-equation framework. However, theory as well as evidence suggest that the ... -
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries
Bårdsen, Gunnar; Doornik, Jurgen; Klovland, Jan Tore (Working Paper Series, 1503-299X; 2002:18, Research report, 2002)We present an econometric analysis of wage behaviour in Norway during the interwar years. Applying GMM estimation methods to a newly constructed panel of manufacturing industry data, we Þnd that the interwar years do not ... -
Carl Barks: A classical economist?
Bårdsen, Gunnar (Working Paper Series, 1503-299X; 2005:5, Research report, 2005)The paper gives an introduction to the economic theories of Carl Barks using an interpretation of his analysis of cyclone money as an example. -
Den norske kronen og hva som påvirket kronekursen i tidsperioden 2005-2020
Gaye, Jonathan Santi Nagy (Master thesis, 2021)Formålet med denne besvarelsen er å undersøke i hvilke grad utvalgte nøkkelfaktorer påvirker den norske kronekursen, og hvorvidt modellene Akram (2020) foreslår kan brukes til å forklare endringer i kronekursen. Datagrunnlaget ... -
Diversifiseringseffekten mellom eurosonens aksje- og obligasjonsmarked: En empirisk analyse av korrelasjon
Hagen, Anders Rolid (Master thesis, 2012) -
Does media attention affect Bitcoin return, and thus explain investor attractiveness? - A categorization- and demand analysis of Bitcoin
Aasland, Lars; Lerfald, Eirik Skei (Master thesis, 2018)Denne avhandlingens mål er å analysere om medieoppmerksomhet er en drivende faktor i etterspørselen etter Bitcoin, og på så måte avkastning på Bitcoin. Et nyttig verktøy i denne analysen er å kategorisere Bitcoin. De to ... -
Dynamic time series modelling and forecasting of COVID-19 in Norway
Bårdsen, Gunnar; Nymoen, Ragnar (Journal article; Peer reviewed, 2024)A framework for forecasting new COVID-19 cases jointly with hospital admissions and hospital beds with COVID-19 cases is presented. This project, dubbed CovidMod, produced 21 days ahead forecasts each working day from March ... -
Econometric Inflation Targeting
Bårdsen, Gunnar; Jansen, Eilev S.; Nymoen, Ragnar (Working Paper Series, 1503-299X; 2002:5, Research report, 2002)Inflation targeting requires inflation forecasts, yet most models in the literature are either theoretical or calibrated. The motivation for this paper is therefore threefold: We seek to test and implement an econometric ... -
Effekten av oljepris på norske kroner
Yip, Tommy Ka Chun (Master thesis, 2011)Det har vært stor volatilitet i olje- og valutamarkedet i de siste 4-5 årene som et resultat av økende uro i Midtøsten samt finanskrisen som startet i midten av 2007. Snittnivået på oljeprisen ligger 4-5 ganger høyere enn ... -
Empirical properties of Norwegian inflation expectations from 2002-2015
Borge, Anette (Master thesis, 2016) -
Empirical Tests of Multifactor Capital Asset Pricing Models and Business Cycles. U.S. Stock Market Evidence Before, During and After the Great Recession
Kursenko, Alla (Master thesis, 2017)I estimate and perform empirical tests on the three most commonly used multifactor capital asset pricing models - Fama and French three-factor, Carhart four-factor and Fama and French four-factor models - in the U.S. stock ... -
En empirisk analyse av realvalutakursen for Norge
Norderhaug, Magnus Eirikssøn (Master thesis, 2010) -
En empirisk analyse av realvalutakursen for Norge
Norderhaug, Magnus Eirikssøn (Master thesis, 2010) -
Er futures-pris den beste variabelen til å predikere fremtidig spotpris på olje?
Vartomten, Ole Fredrik (Master thesis, 2010) -
Er futures-pris den beste variabelen til å predikere fremtidig spotpris på olje?
Vartomten, Ole Fredrik (Master thesis, 2010) -
Essays on Macroeconometrics: Dynamic Stochastic General Equilibrium Models, Expectations and Forecasting
Borge, Anette (Doctoral theses at NTNU;2021:10, Doctoral thesis, 2021)Summary Dynamic stochastic general equilibrium (DSGE) models are popular within macroeconomic research, and used in many central banks for both forecasting and analysing monetary policy. However, the models are debated ... -
Evaluation of macroeconomic models for financial stability analysis
Bårdsen, Gunnar; Lindquist, Kjersti-Gro; Tsomocos, Dimitrios P. (Working Paper Series, 1503-299X; 2006:4, Research report, 2006)As financial stability has gained focus in economic policymaking, the demand for analyses of financial stability and the consequences of economic policy has increased. Alternative macroeconomic models are available for ... -
Financing College Through Student Loans: An Incentive for Academic Performance?
Bårdsen, Gunnar; Lindset, Snorre; Resch, Peter (Journal article, 2023) -
Forecast Robustness in Macroeconometric Models
Bårdsen, Gunnar; Kolsrud, Dag; Nymoen, Ragnar (Journal article; Peer reviewed, 2017)This paper investigates potential invariance of mean forecast errors to structural breaks in the data generating process. From the general forecasting literature, such robustness is expected to be a rare occurrence. With ... -
Forecasting volatility in European equity indices : an empirical study of GARCH models
Bakken, Rune (Master thesis, 2016)In this thesis first order univariate GARCH models are applied to three European equity indices, DAX30, FTSE100 and OMXS30. The objective is to determine which one of the included models is best suited for out-of-sample ...