Vegard Larsen

Norges Bank

Researcher

P.O. Box 1179

Oslo, Oslo N-0107

Norway

http://www.vegardlarsen.com

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 39,148

SSRN RANKINGS

Top 39,148

in Total Papers Downloads

1,570

SSRN CITATIONS
Rank 22,940

SSRN RANKINGS

Top 22,940

in Total Papers Citations

32

CROSSREF CITATIONS

11

Scholarly Papers (8)

1.

Components of Uncertainty

Norges Bank Working Paper 5/2017
Number of pages: 41 Posted: 20 Apr 2017
Vegard Larsen
Norges Bank
Downloads 418 (90,253)
Citation 7

Abstract:

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Newspaper, Topic model, Uncertainty, Business cycles, Machine learning

2.
Downloads 288 (136,513)
Citation 4

Business Cycle Narratives

Number of pages: 80 Posted: 21 Feb 2019
Vegard Larsen and Leif Anders Thorsrud
Norges Bank and Norges Bank
Downloads 219 (178,810)

Abstract:

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business cycles, narratives, Dynamic Factor Model (DFM), Latent Dirichlet Allocation (LDA)

Business Cycle Narratives

Norges Bank Working Paper 03/2018
Number of pages: 75 Posted: 27 Feb 2018
Vegard Larsen and Leif Anders Thorsrud
Norges Bank and Norges Bank
Downloads 69 (421,949)
Citation 8

Abstract:

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Business cycles, Narratives, Dynamic Factor Model (DFM), Latent Dirichlet Allocation (LDA)

3.

Climate Risk and Commodity Currencies

Number of pages: 49 Posted: 28 Dec 2020
BI Norwegian Business School, Norges Bank and Centre for Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School
Downloads 220 (178,373)

Abstract:

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4.

Asset Returns, News Topics, and Media Effects

Norges Bank Working Paper 17/17
Number of pages: 50 Posted: 24 Oct 2017
Vegard Larsen and Leif Anders Thorsrud
Norges Bank and Norges Bank
Downloads 182 (211,089)
Citation 5

Abstract:

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Stock Returns, News, Machine Learning, Latent Dirichlet Allocation (LDA)

5.
Downloads 164 (230,668)
Citation 9

Oil and Macroeconomic (In)Stability

Norges Bank Working Paper 12/16
Number of pages: 50 Posted: 24 Sep 2016
Hilde C. Bjørnland, Vegard Larsen and Junior Maih
Norwegian School of Management (BI), Norges Bank and Norges Bank
Downloads 108 (319,480)
Citation 3

Abstract:

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Oil and Macroeconomic (In)Stability

CAMA Working Paper No. 79/2017
Number of pages: 52 Posted: 11 Dec 2017
Hilde C. Bjørnland, Vegard Larsen and Junior Maih
Norwegian School of Management (BI), Norges Bank and Norges Bank
Downloads 56 (469,690)
Citation 7

Abstract:

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Oil price, Great Moderation, New-Keynesian model, Markov Switching

6.

Business Cycles in an Oil Economy

BIS Working Paper No. 618
Number of pages: 35 Posted: 01 Apr 2017
Drago Bergholt, Vegard Larsen and Martin Seneca
Norges Bank, Norges Bank and Bank of England
Downloads 119 (296,677)

Abstract:

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DSGE, small open economy, oil and macro, Bayesian estimation

7.

Business Cycles in an Oil Economy: Lessons from Norway

Norges Bank Working Paper 16/2016
Number of pages: 67 Posted: 19 Jan 2017
Drago Bergholt and Vegard Larsen
Norges Bank and Norges Bank
Downloads 118 (298,465)
Citation 9

Abstract:

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8.

News Media vs. FRED-MD for Macroeconomic Forecasting

Number of pages: 45 Posted: 28 Oct 2020
Jon Ellingsen, Vegard Larsen and Leif Anders Thorsrud
BI Norwegian Business School, Norges Bank and Centre for Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School
Downloads 61 (444,002)

Abstract:

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forecasting, real-time, machine learning, news, text data