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
-
978-82-7553-675-2
- Sprache
-
Englisch
- Erschienen in
-
Series: Staff Memo ; No. 16/2012
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hoen, Maria Brunborg
- Ereignis
-
Veröffentlichung
- (wer)
-
Norges Bank
- (wo)
-
Oslo
- (wann)
-
2012
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Bericht
Beteiligte
- Hoen, Maria Brunborg
- Norges Bank
Entstanden
- 2012