Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/210254 
Year of Publication: 
2012
Series/Report no.: 
Staff Memo No. 16/2012
Publisher: 
Norges Bank, Oslo
Abstract: 
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.
Persistent Identifier of the first edition: 
ISBN: 
978-82-7553-675-2
Creative Commons License: 
cc-by-nc-nd Logo
Document Type: 
Research Report
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