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Showing results 1-35 of 35

2019
1 Boug, Pål; Cappelen, Ådne; Jansen, Eilev S; Swensen, Anders Rygh.
The consumption Euler equation or the Keynesian consumption function?. Discussion papers 2019 (No. 904) p. -
SSB UiO Untitled
 
2017
2 Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh.
Inflation Dynamics in a Small Open Economy. The Scandinavian Journal of Economics 2017 ;Volume 119.(4) p. 1010-1039
SSB UiO Untitled
 
2016
3 Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh.
Modelling OPEC behaviour: Theory and evidence. Oslo: Statistics Norway. Research Department. 2016 21 p. Discussion papers(No. 843)
SSB UiO Untitled
 
2014
4 Swensen, Anders Rygh.
Some exact and inexact linear rational expectation models in vector autoregressive models. Economics Letters 2014 ;Volume 123.(2) p. 216-219
SSB UiO Untitled
 
2012
5 Nymoen, Ragnar; Swensen, Anders Rygh; Tveter, Eivind.
Interpreting the evidence for New Keynesian models of inflation dynamics. Journal of macroeconomics 2012 ;Volume 34.(2) p. 253-263
SSB UiO Untitled
 
2011
6 Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh.
The new Keynesian Phillips curve: Does it fit Norwegian data?. Oslo: Statistics Norway. Research Department. 2011 31 p. Discussion papers(No. 652)
SSB UiO Untitled
 
7 Johansen, Søren; Swensen, Anders Rygh.
On a graphical technique for evaluating some rational expectations models. Journal of Time Series Econometrics 2011 ;Volume 3.(1)
UiO Untitled
 
8 Swensen, Anders Rygh.
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables. Journal of Econometrics 2011 ;Volume 165.(2) p. 152-162
UiO Untitled
 
2010
9 Boug, Pål; Cappelen, Aadne; Swensen, Anders Rygh.
The new Keynesian Phillips curve revisited. Journal of Economic Dynamics and Control 2010 ;Volume 34.(5) p. 858-874
SSB UiO Untitled
 
10 Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh.
Forecasting Key Macroeconomic Variables from a Large Number of Predictors: A State Space Approach. Journal of Forecasting 2010 ;Volume 29.(4) p. 367-387
SSB UiO Untitled
 
2008
11 Johansen, S; Swensen, Anders Rygh.
Exact rational expectations, cointegration, and reduced rank regression. Journal of Statistical Planning and Inference 2008 ;Volume 138. p. 2738-2748
UiO Untitled
 
2007
12 Boug, Pål; Cappelen, Aadne; Swensen, Anders Rygh.
The New Keynesian Phillips Curve revisited. Oslo: Statistisk sentralbyrå 2007 22 p. Discussion Papers(500)
SSB UiO Untitled
 
13 Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh.
Forecasting key macroeconomic variables from a large number of predictors: A state space approach. Oslo: Statistisk sentralbyrå 2007 31 p. Discussion Papers(504)
SSB UiO Untitled
 
14 Johansen, Søren; Swensen, Anders Rygh.
Exact Rational Expectations, Cointegration, and Reduced Rank Regression. København: Økonomisk institutt, Københavns Universitet 2007 ;Volume 07.12 p. Discussion Paper(29)
UiO Untitled
 
15 Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh.
A linear demand system within a seemingly unrelated time series equations framework. Empirical Economics 2007 ;Volume 32.
SSB UiO Untitled
 
16 Swensen, Anders Rygh.
Exact rational expectations and reduced rank vector autoregressive (VAR) models. Seminar i økonometri, CREST, Paris; 2007-11-22
UiO Untitled
 
17 Swensen, Anders Rygh.
Spreads, reduced rank VAR-models and rational expectations. Seminar i økonometri, Økonomisk institutt, UiO; 2007-02-27
UiO Untitled
 
2006
18 Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh.
Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods. Empirical Economics 2006 ;Volume 31. p. 821-845
SSB UiO Untitled
 
19 Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh.
The New Keynesian Phillips curve for a small open economy. : Statistics Norway 2006 36 p. Discussion Papers(460)
SSB UiO Untitled
 
20 Liu, Gang; Skjerpen, Terje; Swensen, Anders Rygh; Telle, Kjetil Elias.
Unit roots, Polynomial transformations and the environmental Kuznets curve. : Statistics Norway 2006 19 p. Discussion Papers(443)
FHI SSB UiO Untitled
 
21 Swensen, Anders Rygh.
Bootstrap algorithms for testing and determining the cointegration rank in VAR models. Econometrica 2006 ;Volume 74. p. 1699-1714
UiO Untitled
 
2005
22 Swensen, Anders Rygh.
Finite sample properties of a bootstrap procedure for estimation of rank in reduced rank VAR-models. Conference on Unit roots and cointegration testing, University of Algarve.; 2005-09-29 - 2005-10-01
UiO Untitled
 
2004
23 Johansen, Søren; Swensen, Anders Rygh.
More on testing exact rational expectations in cointegrated vector autoregressive models:Restricted constant and linear term. Econometrics Journal 2004 ;Volume 7. p. 389-397
UiO Untitled
 
24 Swensen, Anders Rygh.
Bootstrap algorithms for testing and determining the cointegration rank in VAR models. 6th World Congress of Bernoulli Society, Barcelona; 2004-07-27 - 2004-07-31
UiO Untitled
 
25 Swensen, Anders Rygh.
Bootstrap algorithms for testing and determining the cointegration rank in VAR models. 59th European Meeting of the Econometric Society, Madrid; 2004-08-20 - 2004-08-24
UiO Untitled
 
2003
26 Johansen, Søren; Swensen, Anders Rygh.
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted drift terms. Oslo: Matematisk institutt 2003 10 p.
UiO Untitled
 
27 Swensen, Anders Rygh.
A note on the power of bootstrap unit root tests. Econometric Theory 2003 ;Volume 19.(1) p. 32-48
UiO Untitled
 
28 Swensen, Anders Rygh.
Bootstrapping unit root tests for integrated processes. Journal of Time Series Analysis 2003 ;Volume 24.(1) p. 99-126
UiO Untitled
 
29 Swensen, Anders Rygh.
A linear demand system within a seemingly unrelated time series equation framework. Oslo: Statistics Norway 2003 24 p.
UiO Untitled
 
2002
30 Swensen, Anders Rygh.
More on restricted exact rational expectations in cointegrated vector autoregressive models. Conference on Macroeconomic transmission mechanisms; 2003-01-16 - 2003-01-18
UiO Untitled
 
31 Swensen, Anders Rygh.
A bootstrap algorithm for testing cointegration rank in VAR models. First Annual Meeting: Econometric Methods for Modelling of Nonstationary Data,; 2002-09-19
UiO Untitled
 
2000
32 Boug, Pål; Cappelen, Aadne; Swensen, Anders Rygh.
Expectations in Export Price Formations Tests using Cointegrated VAR models. : Statistisk Sentralbyraa 2000 -1 p. Discussion Paper(283)
UiO Untitled
 
33 Skjerpen, Terje; Swensen, Anders Rygh.
Testing for long-run homogeneity in the Linear Almost Ideal Demand System: An application on Norwegian quarterly data for non-durables. : Statistisk Sentralbyraa 2000 -1 p. Discussion Paper
UiO Untitled
 
34 Sexton, Joe; Swensen, Anders Rygh.
ECM algorithms that converge at the rate of EM. Biometrika 2000 ;Volume 87.(3) p. 651-662
UiO Untitled
 
1999
35 Johansen, Soeren; Swensen, Anders Rygh.
Testing exact rational expectations in cointegrated vector autoregressive models. Journal of Econometrics 1999 ;Volume 93. p. 73-91
UiO Untitled