Statistik › Globale Märkte und Börsen › Krone and macro news
Inflation and policy surprises explain 71 to 81 per cent of the krone, or about half, depending on the window
| Horizont | Inflation surprise | Policy surprise | Zusammen |
|---|---|---|---|
| On impact | 29.2% | 41.5% | 70.7% |
| Zwölf Monate | 39.3% | 41.5% | 80.8% |
| Twenty four months | 32.2% | 45.0% | 77.2% |
| On impact, thirty minute windows | 49.9% | ||
| Twelve months, thirty minute windows | 52.1% | ||
| Twenty four months, thirty minute windows | 50.1% |
Forecast error variance decomposition for the euro against the Norwegian krone, from a structural vector autoregression identified with market based surprise measures as external instruments. Monthly data from January 1999 to December 2025, with announcement based instruments available from 2002, so identification uses the shorter common sample. The impulse response figures show 68 and 90 per cent bootstrap bands and no numeric standard errors or t statistics are printed in the text.
A central bank study attributes most of the Norwegian krone's variance to inflation and monetary policy surprises. Narrow the measurement window from a day to thirty minutes and the combined share falls to about fifty per cent.
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