Vis enkel innførsel

dc.contributor.authorBrenstad, Ida Mathilde Stokke
dc.contributor.authorSølsnes, Malén Vestavik
dc.date.accessioned2019-10-16T10:33:23Z
dc.date.available2019-10-16T10:33:23Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/11250/2622511
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Economics - Handelshøyskolen BI, 2019nb_NO
dc.description.abstractThis research paper examines to what extent information in the term structure can predict macroeconomic variables. We use Norwegian interest rates in the period April 2001 to December 2018 to investigate the forecast performance on inflation and unemployment. By using the Nelson-Siegel model as the core of the analysis, we derive a factor model. Further, by comparing this to an autoregressive benchmark model, we find that the level and slope factors are the most valuable factors when forecasting inflation and that the curvature factor is the most valuable factor when forecasting unemployment.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectsamfunnsøkonominb_NO
dc.subjecteconomicsnb_NO
dc.titleTo what extent can information in the term structure of interest rates predict macroeconomic variables in Norway?nb_NO
dc.typeMaster thesisnb_NO


Tilhørende fil(er)

Thumbnail

Denne innførselen finnes i følgende samling(er)

Vis enkel innførsel