The Golden Interest Rule : Robust Simple Interest Rate Rules for the Norwegian Economy

dc.contributor.author	Hoen, Maria Brunborg
dc.date.accessioned	2018-08-01T13:27:31Z
dc.date.available	2018-08-01T13:27:31Z
dc.date.issued	2012
dc.identifier.isbn	978-82-7553-675-2
dc.identifier.issn	1504-2596
dc.identifier.uri	http://hdl.handle.net/11250/2507186
dc.description	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.
dc.language.iso	eng	nb_NO
dc.publisher	Norges Bank	nb_NO
dc.relation.ispartofseries	Staff Memo;16/2012
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.title	The Golden Interest Rule : Robust Simple Interest Rate Rules for the Norwegian Economy	nb_NO
dc.type	Working paper	nb_NO
dc.subject.nsi	VDP::Samfunnsvitenskap: 200::Økonomi: 210	nb_NO
dc.source.pagenumber	75	nb_NO

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal