Knut Are Aastveit

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

18

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116

CROSSREF CITATIONS

62

Scholarly Papers (18)

1.

Economic Uncertainty and the Effectiveness of Monetary Policy

Norges Bank Working Paper 17
Number of pages: 34 Posted: 12 Nov 2013
Knut Are Aastveit, Gisle James James Natvik and Sergio Sola
Norges Bank, BI Norwegian Business School - Department of Economics and Graduate Institute of International and Development Studies (IHEID) - Department of Economics
Downloads 1,029 (27,804)
Citation 86

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Uncertainty, Monetary Policy, Structural VAR

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Banco de Espana Working Paper No. 1713
Number of pages: 34 Posted: 06 Apr 2017
Knut Are Aastveit, Francesco Furlanetto and Francesca Loria
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 61 (452,496)
Citation 2

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Bayesian VAR, time-varying parameters, monetary policy, house prices, stock market

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Norges Bank Working Paper 01/2017
Number of pages: 28 Posted: 20 Apr 2017
Knut Are Aastveit, Francesco Furlanetto and Francesca Loria
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 47 (506,555)
Citation 2

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Bayesian VAR, Time-varying parameters, Monetary policy, House prices, Stock market

3.

Changing Supply Elasticities and Regional Housing Booms

Bank of England Working Paper No. 844, January 2020
Number of pages: 53 Posted: 17 Jan 2020
Norges Bank, Bank of EnglandInternational Monetary Fund (IMF) and University of OsloNorges Bank
Downloads 98 (337,484)
Citation 5

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house prices, heterogeneity, housing supply elasticities, monetary policy

4.

Asymmetric Effects of Monetary Policy in Regional Housing Markets

IEB Working Paper N. 2018/08
Number of pages: 54 Posted: 24 Sep 2018
Knut Are Aastveit, André K. Anundsen and André K. Anundsen
Norges Bank and University of OsloNorges Bank
Downloads 73 (402,914)
Citation 4

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E32, E43, E52, R21, R31

5.

What Drives Oil Prices? Emerging versus Developed Economies

CAMA Working Paper No. 11/2013
Number of pages: 42 Posted: 22 Feb 2013
Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 64 (432,081)
Citation 4

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oil prices, emerging & developed countries, demand and supply shocks, factor augmented vector autoregressions

6.
Downloads 61 (442,486)
Citation 18

Have Standard VARs Remained Stable Since the Crisis?

Number of pages: 57 Posted: 12 Sep 2014
Norges Bank, Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research, Federal Reserve Bank of Cleveland and Bocconi University - Department of Economics
Downloads 36 (562,160)
Citation 1

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Bayesian VAR, Forecasting, Time-varying parameters, Stochastic volatility

Have Standard VARs Remained Stable Since the Crisis?

Norges Bank Working Paper 13 | 2014
Number of pages: 57 Posted: 04 May 2015
Norges Bank, Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research, Federal Reserve Bank of Cleveland and Bocconi University - Department of Economics
Downloads 25 (632,101)
Citation 1

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Bayesian VAR, Forecasting, Time-varying parameters, Stochastic volatility

Have Standard VARs Remained Stable Since the Crisis?

Number of pages: 70 Posted: 10 Oct 2016
Norges Bank, Queen Mary, University of London, Federal Reserve Bank of Cleveland and Bocconi University - Department of Economics
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Citation 7
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7.

Oil Price Shocks and Monetary Policy in a Data-Rich Environment

Norges Bank Working Paper 2013 | 10
Number of pages: 51 Posted: 26 May 2013
Knut Are Aastveit
Norges Bank
Downloads 57 (457,257)
Citation 8

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Oil demand shocks, Oil supply shocks, Business cycle, Monetary policy, Factor model, FAVAR

8.

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Norges Bank Working Paper 2/2019; ISBN 978-82-8379-068-9
Number of pages: 59 Posted: 15 Feb 2019
Ken McAlinn, Knut Are Aastveit, Jouchi Nakajima and Mike West
Temple University, Fox School of Business, Norges Bank, Bank for International Settlements (BIS) and Duke University - Department of Statistical Science
Downloads 48 (493,045)
Citation 1

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Agent opinion analysis, Bayesian forecasting, Dynamic latent factors models, Dynamic SURE models, Macroeconomic forecasting, Multivariate density forecast combination

9.

Inflation Expectations and the Pass-through of Oil Prices

CAMA Working Paper No. 64/2020
Number of pages: 36 Posted: 16 Jul 2020
Knut Are Aastveit, Hilde C. Bjørnland, Jamie Cross and Jamie Cross
Norges Bank, Norwegian School of Management (BI) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)Center of Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School
Downloads 45 (506,224)
Citation 1

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Inflation expectations, inflation pass-through, oil prices

10.

Density Forecasts with MIDAS Models

Norges Bank Working Paper 10 | 2014
Number of pages: 46 Posted: 04 May 2015 Last Revised: 28 Nov 2015
Knut Are Aastveit, Claudia Foroni and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 43 (515,206)
Citation 5

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C11, C53, E37

11.

Forecasting Recessions in Real Time

Norges Bank Working Paper 2014 | 02
Number of pages: 31 Posted: 05 Jun 2014
Knut Are Aastveit, Anne Sofie Jore and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 43 (515,206)

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Forecast densities; Turning Points; Real-time data

12.

Mortgage Regulation and Financial Vulnerability at the Household Level

Norges Bank Working Paper 6/20
Number of pages: 47 Posted: 01 Jul 2020
Knut Are Aastveit, Ragnar Juelsrud and Ella Getz Wold
Norges Bank, Norges Bank and Brown University
Downloads 38 (539,297)

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Household leverage, Financial regulation, Macroprudential policy, Mortgage markets

13.

Residential Investment and Recession Predictability

Norges Bank Working Paper 24/2017
Number of pages: 33 Posted: 20 Nov 2017
Norges Bank, University of OsloNorges Bank and University of Chicago
Downloads 38 (539,297)
Citation 1

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Recession Predictability, Housing, Leading Indicators, Real-Time Data

14.

Identification and Real-Time Forecasting of Norwegian Business Cycles

Norges Bank Working Paper 09 | 2015
Number of pages: 37 Posted: 10 Jun 2015
Knut Are Aastveit, Anne Sofie Jore and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 34 (560,101)
Citation 4

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Business cycle; Dating rules; Turning Points; Real-time data

Combined Density Nowcasting in an Uncertain Economic Environment

Norges Bank Working Paper 17 | 2014
Number of pages: 38 Posted: 04 May 2015
Knut Are Aastveit, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 18 (685,999)
Citation 8

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Density forecast combination; Survey forecast; Bayesian filtering; Sequential Monte Carlo Nowcasting; Real-time data

Combined Density Nowcasting in an Uncertain Economic Environment

Tinbergen Institute Discussion Paper 14-152/III
Number of pages: 38 Posted: 12 Dec 2014
Knut Are Aastveit, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 15 (710,191)

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Density forecast combination; Survey forecast; Bayesian Filtering; Sequential Monte Carlo Nowcasting, Real-time Data

16.

Quantifying time-varying forecast uncertainty and risk for the real price of oil

Tinbergen Institute Discussion Paper 2021-053/III
Number of pages: 39 Posted: 15 Jun 2021
Knut Are Aastveit, Jamie Cross, Jamie Cross and H. K. van Dijk
Norges Bank, Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)Center of Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School and Tinbergen Institute
Downloads 14 (693,006)

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Oil price, Forecast density combination, Bayesian forecasting, Instabilities, Model uncertainty

17.

The Evolution of Forecast Density Combinations in Economics

Tinbergen Institute Discussion Paper 2018-069/III
Number of pages: 47 Posted: 12 Sep 2018
Norges Bank, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (818,024)
Citation 10

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Forecasting, Model Uncertainty, Density Combinations

18.

The World is Not Enough! Small Open Economies and Regional Dependence

The Scandinavian Journal of Economics, Vol. 118, Issue 1, pp. 168-195, 2016
Number of pages: 28 Posted: 19 Jan 2016
Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 0 (818,024)
Citation 3
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Business cycle synchronization, factor model, globalization, international transmission, regionalism