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Øyvind Eitrheim

Curriculum Vitae

Education and degrees

Employment

Fields of interest

Publications

1. "Monetary policy and asset prices: To respond or not?". (co-authored with Akram, Q. Farooq and Gunnar Bårdsen), forthcoming in International Journal of Finance and Economics, July 2006 .
2. "House prices in Norway 1819-1989". (co-authored with Solveig K. Erlandsen), forthcoming in Scandinavian Economic History Review .
3. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003". (co-authored with Q. Farooq Akram and Lucio Sarno), Ch. 13 in Nonlinear Time Series Analysis of Business Cycles (Costas Milas, Philip Rothman and Dick van Dijk, eds.), in Elsevier's Contributions to Economic Analysis series, 2006.
4. "Real-time data for Norway: Challenges for monetary policy". (co-authored with Tom Bernhardsen, Anne Sofie Jore and Øistein Røisland), in North American Journal of Economics and Finance 16 (2005) 333-349 .
5. The Econometrics of Macroeconomic Modelling, (co-authored with Gunnar Bårdsen, Eilev S. Jansen and Ragnar Nymoen), Advanced texts in Econometrics, Oxford University Press, 2005
6. "Progress from forecast failure - The Norwegian consumption function". (co-authored with Eilev S. Jansen and Ragnar Nymoen), Econometric Journal, Vol. 5 (2002), pp. 40-64.
7. "Empirical comparison of inflation models' forecast accuracy". (co-authored with Tore Anders Husebø and Ragnar Nymoen), Ch. 16, pp 354-385 in A Companion to Economic Forecasting (Michael P. Clements and David F. Hendry, eds.), Blackwell Publishers Ltd, Oxford 2002.
8. "Equilibrium-correction versus differencing in macroeconometric forecasting". (co-authored with Tore Anders Husebø and Ragnar Nymoen), Economic Modelling, Vol. 16 (1999), pp. 515-544.
9. "The demand for broad money and tests for neglected monetary effects on inflation. Empirical evidence for Norway 1969 to 1993", Empirical Economics, Vol. 23 (1998), pp. 339-354.
10. "Testing the adequacy of smooth transition autoregressive models" (co-authored with Timo Terasvirta), Journal of Econometrics, Vol. 74, No. 1 (1996), pp. 59-76.
11. "Real wages in a multisectoral model of the Norwegian economy" (co-authored with Ragnar Nymoen), Economic Modelling , Vol. 8 (1991), pp. 63-82.
12. "Four essays on the multivariate modelling of nonstationary economic time series", PhD Thesis in Economics No. 29 1996, Department of Economics, University of Oslo.

Working papers/Occasional Papers

1. "Tilbakeblikk på norsk pengehistorie. Konferanse 7. juni 2005 på Bogstad gård". (co-edited with Jan F. Qvigstad). Occasional Paper No 37, Norges Bank 2005.
2. "Monetary policy and asset prices: To respond or not?", (co-authored with Q. Farooq Akram and Gunnar Bårdsen). Working Paper 2005/09, Norges Bank.
3. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003", (co-authored with Q. Farooq Akram and Lucio Sarno). Working Paper 2005/02, Norges Bank.
4. "House prices in Norway 1819-1989", (co-authored with Solveig K. Erlandsen (2004/21)). Working Paper 2004/21, Norges Bank.
5. "Real-time data for Norway: Challenges for monetary policy", (co-authored with Tom Bernhardsen, Anne Sofie Jore and Øistein Røisland). Discussion Paper 2004/21, Deutche Bundesbank.
6. "Explaining movements in the Norwegian exchange rate", (co-edited with Kristin Gulbrandsen). Occasional Papers No 32,, Norges Bank, 2003.
7. "Hvilke faktorer kan forklare utviklingen i valutakursen", (co-edited with Kristin Gulbrandsen). Occasional Papers No 31,, Norges Bank, 2003.
8. "Progress from forecast failure - The Norwegian consumption function" (co-authored with Eilev S. Jansen and Ragnar Nymoen). Working Paper 2000/10, Norges Bank.
9. "Equilibrium-correction versus differencing in macroeconometric forecasting" (co-authored with Tore Anders Husebø and Ragnar Nymoen). Working Paper 1998/06, Norges Bank.

Presentations (selected)

• International Conference on Computing in Economics and Finance (George Washington University 2005)
• International Conference on Macroeconomic Analysis and International Finance (University of Crete) (2005)
• Econometric Society European Meeting (ESEM) (1984, 1992, 1993, 1994, 1996, 1998, 2003)
• European Economic Association (EEA) Meeting (1996, 1999, 2003, 2005)
• LINK Fall Meeting (2000)
• BIS Economists Fall Meeting (2000)
• Econometric Society World Meeting (ESWM) (1990)
• Workshops on Cointegration analysis (1991, 1993, 2000, 2001, 2003)
• Byggforsk (1996)
• University of Uppsala (1995)
• University of Oslo (1993)
• Norwegian School of Technology and Science (NTNU) (2002)
• Norwegian School of Management (BI) (1998)
• Statistics Norway (2003)
• Norges Bank (1994, 1995, 1997, 1998, 1999, 2000, 2004)
• Federal Reserve Board of Governors, Washington (2002)
• Sveriges Riksbank (1998)
• Bank of England (1999)
• Deutche Bundesbank (1999, 2004)
• Bank of Switzerland (1999)
• Bank of Finland (1990, 1992, 1998)
• Danmarks Nationalbank (1998, 2005)

Teaching

• Lectures in Econometrics (graduate level), Department of Economics, University of Oslo (1992-2005)
• Invited lecture at the IMF/MAE seminar on ``Monetary policy analysis and research'', IMF mission (technical assistance) to China, Yantai City, Shandong Province, June 1998.
• External opposition at ``licentiat-seminar'', Department of Economics, University of Uppsala (October 26, 1995)
• Invited lectures at the PhD. course ``Non-linear econometrics'', Copenhagen Scool of Economics, Copenhagen, February 15-16, 1994 (in colloboration with Timo Terasvirta).
• Invited lectures at the Norwegian School of Economics and Business Administration (1993, 1994)
• Invited lecture (live econometrics) at ``Ekonometridagarna'', Stockholm May 5-6, 1993 (in colloboration with Timo Terasvirta).
• Course lectures in ``Investment and Finance''(BA03) at Norwegian School of Economics and Business Administration Courses Affiliation (NHHK) in Oslo (1990).

Academic visits

1. Monetary and Economic Department, BIS. Visit fall 2004
2. Department of Economics, University of California, San Diego. Visiting scholar 1990-1991

Personal

• Born July 14th 1958.
• Nationality: Norwegian