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  <title>EconStor Collection:</title>
  <link rel="alternate" href="https://hdl.handle.net/10419/209757" />
  <subtitle />
  <id>https://hdl.handle.net/10419/209757</id>
  <updated>2026-05-08T04:23:19Z</updated>
  <dc:date>2026-05-08T04:23:19Z</dc:date>
  <entry>
    <title>Modeller for å anslå årslønnsveksten</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/322366" />
    <author>
      <name>Matsen, Kristine Aunvåg</name>
    </author>
    <id>https://hdl.handle.net/10419/322366</id>
    <updated>2025-07-30T04:15:46Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Modeller for å anslå årslønnsveksten
Authors: Matsen, Kristine Aunvåg</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>The Norwegian Taylor rule</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/322367" />
    <author>
      <name>Lindalen, Ingvild Hagen</name>
    </author>
    <author>
      <name>Maffei-Faccioli, Nicolò</name>
    </author>
    <id>https://hdl.handle.net/10419/322367</id>
    <updated>2025-07-30T04:15:39Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: The Norwegian Taylor rule
Authors: Lindalen, Ingvild Hagen; Maffei-Faccioli, Nicolò
Abstract: This paper estimates various Taylor rules for Norway based on the observed money market rate (Nibor). We begin by examining standard Taylor rules from the literature, applying them to Norwegian data to assess their fit. Next, we estimate a benchmark Taylor rule that is included in Norges Bank's monetary policy report and compare it with alternative specifications and explore the potential for nonlinearities. Finally, we analyze how the Taylor rule framework has evolved over time and its out-of-sample fit.</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>Monetary policy and the exchange rate in Norway</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/322365" />
    <author>
      <name>Mæhlum, Mathis</name>
    </author>
    <id>https://hdl.handle.net/10419/322365</id>
    <updated>2025-07-30T04:15:27Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Monetary policy and the exchange rate in Norway
Authors: Mæhlum, Mathis
Abstract: I estimate how monetary policy affects the exchange rate in Norway using a local projection instrumental variables (LP-IV) framework with high-frequency monetary policy surprises as instruments. I find that a surprise increase in the Norwegian policy interest rate leads to an immediate appreciation of the currency followed by a gradual depreciation. The effects are short-lived, with the exchange rate returning to its pre-shock level within three months. Surprise changes in monetary policy in the Euro zone has a similar, but opposite effect on the Euro/NOK exchange rate. Increases in the projected interest rate path published by Norges Bank also appreciates the currency, and the effects are stronger for changes at longer projection horizons.</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
  <entry>
    <title>Likviditetsrisiko i banksystemet: En ny modell og en stresstest med et cyberscenario</title>
    <link rel="alternate" href="https://hdl.handle.net/10419/322331" />
    <author>
      <name>Erard, Monique</name>
    </author>
    <author>
      <name>Haugen, Charlotte Høeg</name>
    </author>
    <author>
      <name>Winje, Hanna</name>
    </author>
    <id>https://hdl.handle.net/10419/322331</id>
    <updated>2025-07-30T04:15:24Z</updated>
    <published>2025-01-01T00:00:00Z</published>
    <summary type="text">Title: Likviditetsrisiko i banksystemet: En ny modell og en stresstest med et cyberscenario
Authors: Erard, Monique; Haugen, Charlotte Høeg; Winje, Hanna</summary>
    <dc:date>2025-01-01T00:00:00Z</dc:date>
  </entry>
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