Vegard Larsen

Norges Bank

Researcher

P.O. Box 1179

Oslo, Oslo N-0107

Norway

http://www.vegardlarsen.com

SCHOLARLY PAPERS

8

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1,231

SSRN CITATIONS
Rank 27,042

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Top 27,042

in Total Papers Citations

23

CROSSREF CITATIONS

10

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 330 (109,131)
Citation 5

Abstract:

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

2.
Downloads 226 (160,943)
Citation 3

Business Cycle Narratives

CESifo Working Paper No. 7468
Number of pages: 80 Posted: 21 Feb 2019
Vegard Larsen and Leif Anders Thorsrud
Norges Bank and Norges Bank
Downloads 163 (216,132)

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 63 (414,301)
Citation 4

Abstract:

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

3.
Downloads 153 (227,709)
Citation 7

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 103 (308,303)
Citation 1

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 50 (463,047)
Citation 7

Abstract:

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

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 152 (228,951)
Citation 3

Abstract:

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

5.

Climate Risk and Commodity Currencies

CESifo Working Paper No. 8788
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 130 (259,285)

Abstract:

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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 113 (287,335)

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 100 (312,462)
Citation 8

Abstract:

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8.

News Media vs. FRED-MD for Macroeconomic Forecasting

CESifo Working Paper No. 8639
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 27 (564,404)

Abstract:

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