Adjunct Researcher - Department of Economics
Larsen, Vegard Høghaug; Thorsrud, Leif Anders & Zhulanova, Julia (2021)
News-driven inflation expectations and information rigidities
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.
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,.
|2014||Handelshøyskolen i Bergen||Master of Science|
|2014 - Present||BI Norwegian Business School||PhD Candidate|