Bericht
The Golden Interest Rule: Robust Simple Interest Rate Rules for the Norwegian Economy
This master thesis is part of a research project together with Pehlin Ilbas, Øistein Røisland, Tommy Sveen and Mathis Mæhlum on robust monetary policy in the research department of Norges Bank s Monetary Policy Department. The research project has the objective to further explore the method of robustifying against model uncertainty by modifying a standard loss function with a small weight on a robust simple interest rate rule (Ilbas et al. 2012), and develop such robust rules tailored to the Norwegian economy. The latter is the goal of this master thesis, whereas Mathis Mæhlum extends the work on the modified loss function to Norwegian models.
- ISBN
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978-82-7553-675-2
- Language
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Englisch
- Bibliographic citation
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Series: Staff Memo ; No. 16/2012
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Hoen, Maria Brunborg
- Event
-
Veröffentlichung
- (who)
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Norges Bank
- (where)
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Oslo
- (when)
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2012
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Bericht
Associated
- Hoen, Maria Brunborg
- Norges Bank
Time of origin
- 2012
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When Does an Interest Rate Path "Look Good"? Criteria for an Appropriate Future Interest Rate Path
Policy Rules and External Shocks
The Zero Lower Bound on the Interest Rate and a Neo-Classical Phillips Curve
Covered Interest Parity in long-dated securities
Why Do Norwegians Increase Their Savings When the Interest Rate Is Cut?
The Performance of Inflation Forecast Feedback Rules in Small Open Economies
When Does an Interest Rate Path "Look Good"? Criteria for an Appropriate Future Interest Rate Path - a Practician's Approach
Documentation of the Method Used by Norges Bank for Estimating Implied Forward Interest Rates
Norwegian Overnight Interbank Interest Rates
The Neutral Real Interest Rate
Strategy Report - The Norwegian Government Pension Fund - Global
Commodity Prices, Interest Rates and the Dollar
When Does an Interest Rate Path "Look Good"? Criteria for an Appropriate Future Interest Rate Path
Policy Rules and External Shocks
The Zero Lower Bound on the Interest Rate and a Neo-Classical Phillips Curve
Covered Interest Parity in long-dated securities
Why Do Norwegians Increase Their Savings When the Interest Rate Is Cut?
The Performance of Inflation Forecast Feedback Rules in Small Open Economies
When Does an Interest Rate Path "Look Good"? Criteria for an Appropriate Future Interest Rate Path - a Practician's Approach
Documentation of the Method Used by Norges Bank for Estimating Implied Forward Interest Rates
Norwegian Overnight Interbank Interest Rates
The Neutral Real Interest Rate
Strategy Report - The Norwegian Government Pension Fund - Global
Commodity Prices, Interest Rates and the Dollar
When Does an Interest Rate Path "Look Good"? Criteria for an Appropriate Future Interest Rate Path
Policy Rules and External Shocks
The Zero Lower Bound on the Interest Rate and a Neo-Classical Phillips Curve
Covered Interest Parity in long-dated securities
Why Do Norwegians Increase Their Savings When the Interest Rate Is Cut?
The Performance of Inflation Forecast Feedback Rules in Small Open Economies
When Does an Interest Rate Path "Look Good"? Criteria for an Appropriate Future Interest Rate Path - a Practician's Approach