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Roger HammerslandAkademisk grad: Doktorgrad (Ph.D) i økonomiStilling: Forsker II Forskningsområde: Makroøkonomi
Forskningsfelt:
Telefon:
21094302
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Hammersland's main research interests lie in international macro and finance, labour economics, times series econometrics (including Cointegration analysis in I(1) and I(2) spaces and Panel data Cointegration) and simultaneous equation (SVAR and SVECM ) modelling. His current research focuses on how to enhance the role of data in structural model design by utilizing auxiliary tools of exact identification, including in this developing structural vector equilibrium models to study the interaction between financial variables and the real side of the economy. In addition he has several ongoing projects related to as different fields as causality in macroeconomics, panel data cointegration and labour economics, the last point related to studies of working time reductions in macroeconomic models.
Pågående prosjekter
Utvalgte publikasjoner
- The Financial Accelerator: Evidence using a procedure of Structural Model Design, Discussion Paper, Forthcoming
- Classical identification: A viable road for data to inform structural modeling , Discussion Papers 562
- Testing for a known cointegrating vector - a test with a correct size, Discussion Paper, Forthcoming
- Makroøkonomiske konsekvenser av, Økonomiske analyser 5/2008
- Arbeid og fritid - prioriteringer i det 21. århundre , Rapport 2008/18
- Large T small N; A two step approach to the identification of cointegrating relationships in time series models with a small cross sectional dimension, Working Paper 2004/15, Norges Bank
- The degree of independence in European goods markets”. An I(2) analysis on German and Norwegian data, Working Paper 2004/19, Norges Bank
- Who was in the driving seat in Europe, international financial markets or the BUBA?, Working paper 2004/20, Norges Bank
- Finansielle størrelser og utviklingen i realøkonomien, Penger og Kreditt 2006/2
- 'We are arrogant because we are good': A critical appraisal of Cental Banking versus fiscal policy in accomplishing the community wide convergence of the eighties and the nineties, From the Werner Plan to the EMU: A In Search of a political Economy for Europe, 2001
- The Degree of independence in capital and goods markets: An econometric degustation, Ph.D theses, The European University Institute, 2002
- Long-term interest rates in the US and Germany, Arbeidsnotat 6/1997, Norges Bank.