Julia Skretting

Larsen, Vegard Høghaug; Thorsrud, Leif Anders & Zhulanova, Julia (2021)

News-driven inflation expectations and information rigidities

Journal of Monetary Economics, 117, s. 507- 520. Doi: 10.1016/j.jmoneco.2020.03.004 - Fulltekst i vitenarkiv

Using a large news corpus and machine learning algorithms we investigate the role played by the media in the expectations formation process of households, and conclude that the news topics media report on are good predictors of both inflation and inflation expectations. In turn, in a noisy information model, augmented with a simple media channel, we document that the time series features of relevant topics help explain time-varying information rigidity among households. As such, we provide a novel estimate of state-dependent information rigidities and present new evidence highlighting the role of the media in understanding inflation expectations and information rigidities.

Boug, Pål; von Brasch, Thomas, Cappelen, Ådne, Hammersland, Roger, Hungnes, Håvard, Kolsrud, Dag, Zhulanova Skretting, Julia, Strøm, Birger & Vigtel, Trond Christian (2022)

Fiscal Policy, Macroeconomic Performance and Industry Structure in a Small Open Economy

[Article in business/trade/industry journal]. SSB - Discussion papers

Bjertnæs, Geir Haakon Malterud; von Brasch, Thomas Rolf Lydersen Lystad, Cappelen, Ådne, Holden, Steinar, Holmøy, Erling, Slettebø, Olav, Sletten, Pål & Zhulanova, Julia (2021)

COVID-19, tapt verdiskaping og finanspolitikkens rolle

[Report]. Statistisk sentralbyrå,.