Blar i NHH Brage på forfatter "Doppelhofer, Gernot"
-
An analysis of the long-term and dynamic effects of the US money market fund reform on NIBOR
Aalbu, Erlend F.; Navdahl, Sebastian (Master thesis, 2017)NIBOR, the Norwegian Interbank Offered Rate, is an important reference rate for financial products in the Norwegian market. It has also become of increasing interest as conventional monetary policy tools have become less ... -
Asset returns, wage rigidity and the business cycle : a dynamic stochastic general equilibrium approach
Nishchal, Shrey (Master thesis, 2017)This thesis extends the standard New Keynesian framework to incorporate asset pricing capabilities. An economic model which includes CRRA utility, nominal price rigidity, due to Calvo (1983), capital adjustment costs due ... -
Crisis, restructuring and growth : a macroeconomic perspective
Almås, Ingvild; Doppelhofer, Gernot; Haatvedt, Jens Christian; Klovland, Jan Tore; Molnár, Krisztina; Thøgersen, Øystein (Report, Research report, 2010-04)This report surveys the major aspects of financial crises and the restructuring and growth process of economies in the aftermath of crises, and discusses possible directions for future research in this area. The first ... -
Density forecasting of the EUR/NOK exchange rate : an evaluation of out-of-sample forecasting performance of empirical exchange rate models
Breivik, Sigurd Blom; Samuelsen, Peder Vinje (Master thesis, 2021)This thesis investigates the predictive ability of fundamental economic and financial indicators on the EUR/NOK exchange rate. In doing so, we explore the emerging field of density forecasting, in addition to the standard ... -
The determinants of economic growth in European regions
Doppelhofer, Gernot; Crespo-Cuaresma, Jésus; Feldkircher, Martin (Discussion paper, Working paper, 2008-12)We use Bayesian Model Averaging (BMA) to evaluate the robustness of determinants of economic growth in a new dataset of 255 European regions in the 1995-2005 period. We use three different specifications based on (1) the ... -
Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach.
Doppelhofer, Gernot; Hansen, Ole-Petter Moe; Weeks, Melwyn (DP SAM: 19, Working paper, 2016-12)This paper estimates determinants of long-run growth rates of GDP per capita in a cross section of countries. We propose a novel Measurement Error Model Averaging (MEMA) approach that accounts for measurement error in ... -
Do interest rates really respond to financial stability concerns? : an analysis of monetary policy in Norway 1999-2018
Monsrud, Marius; Mjelde, Mikhail Eek (Master thesis, 2018)This master thesis estimates monetary policy reaction functions for the Norwegian economy from 1999 to 2018 using a Taylor rule. In a Taylor rule the interest rate is typically set dependent on inflation and the output ... -
Economic growth – is openness to international trade beneficial?: an empirical analysis of economic growth and trade policy
Hystad, Johannes T.; Jensen, Håvard G. (Master thesis, 2015)This thesis attempts to answer the following research question: “To which degree, if any, does policy open to international trade lead to increased economic growth within a country?” The applied measure of openness to ... -
En empirisk analyse av leiepriser for kontoreiendom i Oslo 1998-2016 : med fokus på prognostisering av fremtidige leiepriser
Hvesser, Henrik; Høvik, Henrik Lange (Master thesis, 2017)Denne utredningen presenterer en empirisk studie av den gjennomsnittlige leieprisen for kontoreiendommer i Oslo-området i perioden 1998-2016. Utredningen undersøker hvilke determinanter som driver leieprisene og gir ... -
Essays on Business Cycles and Macroeconomic Policy
Aursland, Thor Andreas Thorvalsen (Doctoral thesis, 2021-03-01) -
Markedseffisiens på Oslo Børs : en studie av prisanomalier før, under og etter finanskrisen
Ørpetveit, Andreas; Hansen, Tormod (Master thesis, 2016)Hensikten med denne masterutredningen er å teste hvorvidt Oslo Børs var effisient på semisterk form i perioden 01.1996-09.2016 og om effisiensen endret seg under og etter den globale finanskrisen. Dette gjør vi ved å ... -
Nowcasting Norwegian GDP : the hard, the soft and the uncertainty data
Semjonovs, Andrejs (Master thesis, 2018)This Master thesis investigates nowcasting, or predicting real time GDP, power of the following series: i) hard data gauging real economy; ii) soft indicators reflecting business and financial markets’ sentiment and iii) ... -
Prediksjon av terminpremien på norske statsobligasjoner: Hvilke kategorier av økonomiske variabler kan predikere terminpremien i perioden 2009-2019?
Dager, Odin Moe; Michelsen, Max-Philip L. (Master thesis, 2021)I denne oppgaven predikerer vi terminpremien på norske 10-årige statsobligasjoner i perioden 2009 til 2019. Med utgangspunkt i økonomisk teori og litteratur innhenter og kategoriserer vi en rekke variabler som kan tenkes ... -
Robust growth determinants
Doppelhofer, Gernot; Weeks, Melvyn (Discussion paper, Working paper, 2011-02) -
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model
Crespo Cuaresma, Jesus; Doppelhofer, Gernot; Feldkircher, Martin; Huber, Florian (DP SAM;31/2018, Working paper, 2018-12-21)This paper develops a global vector autoregressive (GVAR) model with time-varying parameters and stochastic volatility to analyze whether international spillovers of US monetary policy have changed over time. The proposed ... -
The more the merrier? : a factor-augmented VAR analysis of the Norwegian monetary policy transmission mechanism
Johnsen, Lars Konrad; Nordvang, Thomas (Master thesis, 2017)How does an economy respond when policymakers change interest rates? In this thesis we seek to answer this question by examining the Norwegian monetary policy transmission mechanism. Further, we discuss the evolution in ... -
Tiltak for finansiell stabilitet og den finansielle syklusen : analyse av syklikaliteten til tiltak mot finansielle ubalanser i Norge fra 1994 til 2019
Johnsen, Julie Ravn (Master thesis, 2020)Denne masteroppgaven har som formål å analysere hvorvidt tiltakene mot finansielle ubalanser siden bankkrisen på 1990-tallet har vært motsykliske. Motsykliske tiltak innebærer at tiltakene mot finansielle ubalanser ...