Norwegian Government Debt

Lecture

• Lecture note

Data

The below are some examples of the data files used to generate the pictures. The rest is available from Norges Bank

• norway_historical_bond_yields.csv
• government-bonds-synthetic-business-day.xlsx "synthetic" bond yields 1986-2021.
• GOVT_GENERIC_RATES.csv (data from 2019).

R examples

• plot_3d.R
• plot_ts.R
• norwegian_treasuries_nb_api_data.R
• norwegian_treasuries_renter_synthetic.R
• norwegian_treasuries_nb_api_data_term_structure.R

References

• Norwegian Financial System (publication from Norges Bank)