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I am currently working in the research department of Norges Bank. I am
also a PhD candidate in Economics at the Norwegian Business School,
advised by Tommy Sveen and Hilde C. Bjørnland.  I am affiliated with the
Centre for Applied Macro- and Petroleum Economics (CAMP).  My research
interests are in macroeconomics and time series econometrics where I have
a special interest for topics related to petroleum. See the research section for
details on my current research. 

 

My profile at: Norges BankGoogle Scholar, Ideas, SSRN

 

News:

Call for Papers:

Norger bank is organizing a conference titled "Big data, machine learning and the macroeconomy" on 2-3 October.

Data, in both structured and unstructured form, are becoming easily available on an ever increasing scale. To find
patterns and make predictions using such big data, machine learning techniques have proven to be extremely
valuable in a wide variety of fields.

This conference aims to gather researchers using machine learning and big
data to answer challenges relevant for central banking.

The call for papers can be found here.

 

New Norges Bank Working Paper (April 2017):
New Norges Bank working paper titled  Components of Uncertainty.
The paper can be downloaded here.

 

Macroeconomic Uncertainty

macroeconomicsUi

The above figure plots the count of uncertainty terms within news about macroeconomics. Macroeconomic news is defined as described by the following Word Cloud (see the paper for details):

T19 wordcloud

 

New BIS Working Paper (March 2017):
New version of paper titled Business cycles in an oil economy, together with Drago Bergholt and Martin Seneca.
The paper can be downloaded here.

table5BCOE

 

New Norges Bank Working Paper (October 2016):

New Norges Bank working paper titled Business cycles in an oil economy: Lessons from Norway, together with Drago Bergholt.
The paper can be downloaded here.


New Norges Bank Working Paper
(September 2016):
New version of paper titled Oil and macroeconomic (in)stability, together with Hilde C. Bjørnland and now also with Junior Maih.
The new version can be downloaded here.  


New CAMP Working Paper
(June 2015):
New CAMP working paper titled Oil and macroeconomic (in)stability together with Hilde C. Bjørnland.
The paper can be downloaded here.

 

High oil price volatility regimes

High oil volatility

The above figure shows the probability of being in a high oil price volatility regime. We find that oil price volatility is a recurrent source of economic fluctuations in the U.S. Often the periods with high oil price volatility coincides or precedes the NBER dated recessions which are the shaded areas in the above figure. See the paper for details.

 

New CAMP Working Paper (June 2015):

New CAMP working paper titled The Value of News together with Leif Anders Thorsrud.
The paper can be downloaded here.

 

Dagens Næringsliv decomposed using a topic-net

 topicnet ver2

 

The above figure shows de decomposission of Dagens Næringsliv into topics. See the paper for details.