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123429
forskning
2013-06-14T09:49:00.000Z
en

Roger Hammersland

Degree
Ph.D in Economics
Position
Researcher
Phone
+4740902477
E-mail
Roger.Hammersland@ssb.no
Download CV (138 KB)

About Roger Hammersland

Roger Hammersland is a researcher in the research department of Statistics Norway. Hammersland obtained his PhD at the European University Institute in 2002. He has been with the research department since May 2007.

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.

Selected publications

  1. Classical identification: A viable road for data to inform structural modeling , Discussion Papers 562
    Authors
    Roger Hammersland
  2. Financial variables and developments in the real economy, Economic Bulletin, Norges Bank
    Authors
    Karsten R. Gerdrup, Roger Hammersland, Bjørn E. Naug
  3. 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
    Authors
    Roger Hammersland
  4. The degree of independence in European goods markets”. An I(2) analysis on German and Norwegian data, Working Paper 2004/19, Norges Bank
    Authors
    Roger Hammersland
  5. Who was in the driving seat in Europe, international financial markets or the BUBA?, Working paper 2004/20, Norges Bank
    Authors
    Roger Hammersland
  6. (2001): '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, in B. Strath and L. Magnusson (Ed.), From the Werner Plan to the EMU: A In Search of a political Economy for Europe, Brussels, Peter Lang, 193-210
  7. (2002): The Degree of independence in capital and goods markets: An econometric degustation, Ph.D theses, NOT TRANSLATED: forskning.publikasjon-doktoravhandling, The European University Institute
  8. Long-term interest rates in the US and Germany, Arbeidsnotat 6/1997, Norges Bank.
    Authors
    Roger Hammersland, Birger Vikøren