Gunnar Bårdsen
 
 
 

 

Publications

  1. Forecasting/structural breaks/co-breaking: "Forecast robustness in macroeconometric models" (with Dag Kolsrud and Ragnar Nymoen), Journal of Forecasting, forthcoming, 2017.
  2. DSGE models/econometric theory/bootstrapping: "Frequentist Evaluation of Small DSGE Models" (with Luca Fanelli), Journal of Business & Economic Statistics, 33(3), 307-322, 2015. DOI: 10.1080/07350015.2014.948724.
  3. Textbook: Videregående emner i økonometri (Advanced topics in Economometrics, with Ragnar Nymoen), Fagbokforlaget, 2014.
  4. Macroeconometric modelling/monetary policy/forecasting:"MOSES: Model of Swedish Economic Studies" (with Ard den Reijer, Patrik Jonasson and Ragnar Nymoen), Economic Modelling, 29, 2566-2582, 2012.
  5. Non-linear models/automatic model selection/unemployment: "Asymmetric unemployment dynamics in Australia" (with Stan Hurn and Zöe McHugh), Studies in Nonlinear Dynamics and Econometrics, 16(1), 1–20, ISSN (Online) 1558-3708, DOI: 10.1515/1558-3708.1813, January 2012. Working paper version. Code and data.
  6. Textbook: Innføring i økonometri (Introduction to Econometrics, with Ragnar Nymoen), Fagbokforlaget, 2011.
  7. Forecasting: "Forecasting levels of log variables in vector autoregressions" (with Helmut Lütkepohl), International Journal of Forecasting, 27(4), 1108-1115, 2011. Working paper version.
  8. Panel data/wage setting during depression: "Wage formation and bargaining power during the Great Depression" (with Jurgen Doornik and Jan Tore Klovland), The Scandinavian Journal of Economics, 112(1), 211-233, 2010. Working paper version. Code and data.
  9. Macroeconometric modelling/monetary policy/forecasting:"Macroeconometric modelling for policy" (with Ragnar Nymoen), in Mills, T. C. and K.Patterson (eds.), Palgrave Handbook of Econometrics Vol. 2, ch. 17, 851-916, Palgrave-Macmillan, 2009. Working paper version. Code and data.
  10. Macroeconometric modelling/unemployment: "U.S. natural rate dynamics reconsidered" (with Ragnar Nymoen), in Castle, J.L. and N. Shephard (eds.), The Methodology and Practice of Econometrics, ch. 16, 386-411, Oxford University Press, 2009.
  11. Financial stability: "Evaluation of macroeconomic models for financial stability analysis" (with Kjersti-Gro Lindquist and Dimitrios P. Tsomocos). The Journal of World Economic Review, 3(1), 2008.
  12. Transport economics:"Operating costs in Norwegian toll companies: A panel data analysis" (with Erik Amdal, Kåre Johansen and Morten Welde), Transportation, 34(6), November, 681-95, 2007.
  13. Wage- and price-setting/structural breaks:"Modelling wages and prices in Australia"(with Stan Hurn and Zöe McHugh). The Economic Record, 83, number 261/June, 143-58, 2007.
  14. Monetary policy/financial stability:"Pursuing financial stability in an inflation-targeting regime "(with Q. Farooq Akram and Kjersti-Gro Lindquist), Annals of Finance, 3(1), January, 131-53, 2007
  15. Monetary policy/financial stability: "Monetary policy and asset prices: To respond or not? with Farooq Akram and Øyvind Eitrheim). International Journal of Finance and Economics, 11(3), 279-92, 2006.
  16. Book on macroeconometric modelling: The Econometrics of Macroeconomic Modelling (with Øyvind Eitrheim, Eilev S. Jansen and Ragnar Nymoen). Oxford University Press, 2005.
  17. Monetary policy: "Sammenhengen mellom styringsrenten og makroøkonomiske variable: Noen enkle ligninger for Norge" ("The relationship between the policy rate and macroeconomic variables: Some simple equations for Norway", with Tom Bernardsen). Staff Memo No 2004/2, Norges Bank, 2004.
  18. Mathematical economics: " Linearizations and equilibrium correction models" (with Stan Hurn and Kenneth A. Lindsay).Studies in Nonlinear Dynamics and Econometrics, 8(4), article 5, 2004.
  19. Econometrics of expectations: "Econometric evaluation of the New Keynesian Phillips curve" (with Eilev S. Jansen and Ragnar Nymoen). Oxford Bulletin of Economics and Statistics, 66 (s1), 671–86, 2004.
  20. Finance/bootstrapping: "How informative is the term structure of future inflation? An investigation of the impact of monetary policy in the UK" (with Ralf Becker and Stan Hurn). In Contemperary Issues in Economics and Econometrics: Theory and Application, ch. 7, ed. by R. Becker and S. Hurn. Cheltenham: Edward Elgar, 2004.
  21. Equilibrium unemployment: "Testing steady-state implications for the NAIRU" (with Ragnar Nymoen). Review of Economics and Statistics, 85(4), 1070-5, 2003.
  22. Monetary policy/macroeconometric modelling: "Econometric inflation targeting" (with Eilev S. Jansen and Ragnar Nymoen). Econometrics Journal, 6(2), 429–60, 2003.
  23. Forecasting: "Model specification and inflation forecast uncertainty" (with Eilev S. Jansen and Ragnar Nymoen). Annales d'Économie et de Statistique, No 67/68, 495–517, 2002.
  24. Monetary policy: "Rente og inflasjon" ("Interest rate and inflation", with Ragnar Nymoen). Norsk Økonomisk Tidsskrift, 115(2), 125–48, 2001.
  25. Software review: "Review of PcGets 1 for Windows ". Econometrics Journal, 4(2), 311–18, 2001.
  26. Structural breaks/cointegration/macrosystems: "Shaken or stirred? Effects of financial deregulation on money, credit, and output in Norway" (with Jan Tore Klovland). The Scandinavian Journal of Economics, 102(4), 563–83, 2000.
  27. Wage- and price-setting: "Economic theory and econometric dynamics in modelling wages and prices in the United Kingdom" (with Paul G. Fisher). Empirical Economics, 24(3), pp. 483–507, 1999.
  28. Business cycles: "Business cycles: real facts or fallacies?" (with Paul G. Fisher and Ragnar Nymoen). In Econometrics and Economic Theory in the 20th Century, ch. 16, ed. by S. Strøm. Econometric Society Monograph 32. Cambridge: Cambridge University Press, 1998. (Final working paper here)
  29. Demand for money: "Dynamic modeling of the demand for narrow money in Norway". Journal of Policy Modeling,14(3), pp. 363–93, 1992. Reprinted in Neil R. Ericsson and John S. Irons (eds.), Testing Exogeneity, Oxford: Oxford University Press, 1994.
  30. Methodology: "Teori, økonometri og teologi: Om kva rolle makroøkonomisk teori bør spela for økonometrisk analyse av konjunkturdata" (Theory, econometrics and theology: on the role of macroeconomic theory in the econometric analysis of business cycle data), Norsk Økonomisk Tidsskrift, 106(3), pp. 161–78, 1992.
  31. Econometric theory: "Estimation of long-run coefficients in error correction models". Oxford Bulletin of Economics and Statistics, 51(3), pp. 345–50, 1989.

 
Home |
Copyright ©2009 - All rights reserved - Gunnar Bårdsen