CAMP BI

Using a new mixed vector autoregression (MVAR), this paper links aggregate time series with functional variables. Applied to the oil–stock nexus, it studies oil market shocks using the full distribution of U.S. stock returns beyond moments. @hcbjornland econometricsociety.org/publications/q…

New CAMP working paper by Fabio Canova and Luca Fosso: "Low Frequency Movements and SVAR Analyses" bicamp.wordpress.com/2025/12/10/low…

New CAMP working paper by Nicolas Hardy and Dimitris Korobilis: "Learning from crises: A new class of time-varyingparameter VARs with observable adaptation" bicamp.wordpress.com/2025/12/03/lea…

Final call for papers for ESEM 2026! @Florian_Scheuer and I are serving as the Scientific Program Chairs for this year’s Econometric Society European Summer Meetings (ESEM), which will take place in Dublin, August 17–21, 2026. Hope to see you there! #home" target="_blank" rel="nofollow noopener">econometricsociety.org/regional-activ…

📢 Very excited to share that our paper analyzing price responses of shale oil producers in the US is forthcoming in Quantitative Economics. 👇👇👇

Using micro data from 120,000 shale wells, this paper finds strong short-run price responsiveness of U.S. oil supply. Producers are forward-looking and respond to price signals by timing completion and refracturing decisions. @HCBjornland @tsgundersen econometricsociety.org/publications/q…

New CAMP working paper by Cross, Hoogerheide, Labonne and van Dijk "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics" bicamp.wordpress.com/2024/12/31/fle…

- Sentralbanken er i et dilemma hvor de enten må sette opp renten for å hindre at inflasjonen stiger noe eller sette ned renten for å bidra til at veksten skal komme seg opp igjen, sier @HCBjornland til @Nettavisen: nettavisen.no/okonomi/bi-pro…

– Sjansene for resesjon i USA har økt kraftig, og den kan helt klart ramme globalt, spesielt økonomier tett på USA som Mexico og Canada, sier @HCBjornland i et intervju med DN: dn.no/makrookonomi/r…

New CAMA working paper (Vol: 19/2025): ‘Re-visiting the Relationship Between Oil Prices and Monetary Policy’, by @HCBjornland @CAMP_BI, Jamie L. Cross @UniMelb and Jonas Hölz @CAMP_BI 👉 bit.ly/42yHBkf @ANUCrawford

Current president .@FraRavazzolo and four former presidents Tatevik Sekhposyan .@HCBjornland .@macromorley Kevin Lansing #SNDE2025

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📢 CONFERENCE ALERT 📢 -Applied Macroeconomics in a Changing World- In Oslo, September 11-12. Organized by Bank of Canada, Banca d'Italia, and @CAMP_BI. Keynote speakers are Silvia Miranda-Agrippino (NY Fed) and Paolo Surico (LBS). Call for papers: 👇 bjornland.no/filer/dokument…

dn.no/okonomi/okonom… "Vi vet for lite om årsakene til fallet i produktivitetsveksten og Holtes forklaringer bør tas på alvor. Jeg er mer bekymret for at vi skyver problemet under teppet, igjen, " skriver professor @HCBjornland i en kronikk i @DN_no.

New CAMA working paper (Vol: 10/2025): ‘Piecing the Puzzle: Real Exchange Rates and Long-Run Fundamentals’, by @HCBjornland, Leif Brubakk and @nmaffeifaccioli Read it at bit.ly/4aZN2eU @ANUCrawford @CAMP_BI @NorgesBank

New CAMP working paper by Aag, Bjørnland and Eliassen: "Forecasting oil and gas Prices: A Model Combination Approach" bicamp.wordpress.com/2024/12/31/for…

New CAMP working paper by Bjørnland, Brubakk and Maffei-Faccioli: "Piecing the puzzle: real exchange rates and long-run fundamentals" bicamp.wordpress.com/2024/12/19/pie…

Herman van Dijk was a familiar face and a leading example for all of us @NorgesBank . Herman has been a giant in Bayesian econometrics but also a great mentor. We went skiing, we had good dinners, we even wrote a paper. Herman liked coming to Oslo and will be deeply missed 🥹.

Jeg er lite bekymret for at Martin Bech Holte svartmaler. Vi vet for lite om hvorfor produktivitetsveksten har falt. Jeg er mer bekymret for at vi skyver problemet under teppet, igjen. 👇👇👇 dn.no/okonomi/okonom…

📢 Our paper on exchange rates is out. Check it out below: