Blar i Arbeidsnotater / Working Papers på emneord "JEL: C63"

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    • Identification of Interbank Loans and Interest Rates from Interbank Payments - a Reliability Assessment 

      Akram, Q. Farooq; Fevolden, Mats Bay; Smith, Lyndsie (Working Paper;8/2018, Working paper, 2018)
      We investigate the reliability of the 'Furfine filter' often used to identify interbank loans and interest rates from interbank payments settled at central banks. To this end, we have been granted access to records of all ...

    • Simulating Forward-Looking Models 

      Kolsrud, Dag (Working Papers;9/2001, Working paper, 2001)
      The solutions of a macroeconometricmodel with expectations of future-dated variables has to be approximated by numerical simulations. A brief review of deterministic and stochastic dynamic simulations of a backward-looking ...