Blar i Staff Memo på forfatter "Schaanning, Eric"
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Key Indicators for a Countercyclical Capital Buffer in Norway - Trends and Uncertainty
Gerdrup, Karsten R.; Kvinlog, Aslak Bakke; Schaanning, Eric (Staff Memo;13/2013, Working paper, 2013)The credit-to-GDP gap has a prominent role in the Basel Committee's frame- work for a countercyclical capital buffer under Basel III. The Committee uses a one-sided Hodrick-Prescott filter to calculate the trend of ...