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Øyvind Eitrheim

Published and forthcoming books and papers

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. "Tilbakeblikk på norsk pengehistorie. Konferanse 7. juni 2005 på Bogstad gård". Øyvind Eitrheim og Jan F. Qvigstad (red.). Oslo 2005 , Norges Banks Skriftserie, 37, 2005 .
5. "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 .

6. The Econometrics of Macroeconomic Modelling, (co-authored with Gunnar Bårdsen, Eilev S. Jansen and Ragnar Nymoen), Advanced texts in Econometrics, Oxford University Press, 2005).

7. "Historical Monetary Statistics for Norway 1819-2003" (co-edited with Jan T. Klovland and Jan. F. Qvigstad), Occasional Paper No. 35, Norges Bank, 2004.

8. "Explaining movements in the Norwegian exchange rate" (co-edited with Kristin Gulbrandsen), Occasional Paper No. 32, (a Norwegian version is published as Occasional Paper No. 31), Norges Bank, 2003.

9. "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.

10. "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.

11. "Equilibrium-correction versus differencing in macroeconometric forecasting". (co-authored with Tore Anders Husebø and Ragnar Nymoen), Forthcoming in Economic Modelling, Vol. 16 (1999), pp. 515-544.

12. "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.

13. "Testing the adequacy of smooth transition autoregressive models" (co-authored with Timo Terasvirta), Journal of Econometrics, Vol. 74, No. 1 (1996), pp. 59-76.

14. "Real wages in a multisectoral model of the Norwegian economy" (co-authored with Ragnar Nymoen), Economic Modelling , Vol. 8 (1991), pp. 63-82.

15. "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

1. "Monetary policy and asset prices: To respond or not? (co-authored with Q. Farooq Akram aand Gunnar Bårdsen).
   Working Paper 2005/9, Norges Bank.

2. "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.

3. "House prices in Norway 1819-1989" (co-authored with Solveig K. Gulbrandsen).
   Working Paper 2004/21, Norges Bank.

4. "Real time data for Norway: Challenges for Monetary Policy," (co-authored with Tom Bernhardsen, Anne Sofie Jore and Øystein Røisland). Discussion Paper 2004/26, Deutsche Bundesbank.

5. "Progress from forecast failure - The Norwegian consumption function" (co-authored with Eilev S. Jansen and Ragnar Nymoen).
   Working Paper 2000/10, Norges Bank.

6. "Equilibrium-correction versus differencing in macroeconometric forecasting" (co-authored with Tore Anders Husebø and Ragnar Nymoen).
   Working Paper 1998/06, Norges Bank.

Work in progress

1. "Evaluating interest rate rules in a small open economy macroeconometric model (forthcoming as working paper)", (co-authored with Q. Farooq Akram, Gunnar Bårdsen and Eilev S. Jansen).

2. "Testing the role of money in the inflation process (co-authored with Eilev S. Jansen)".

3. "Exploring the potential conflict between monetary stability and financial stability in a small open economy" (co-authored with Farooq Akram and Gunnar Bårdsen).