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Dynamics and Synchronization of Global Equilibrium Interest Rates

With the COVID-19 pandemic, the intense debate about secular stagnation will become even more important. Empirical estimates of equilibrium real interest rates are so far mostly limited to advanced economies, since no statistical procedure suitable...

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Bibliographic Details
Main Authors: Beyer, Robert C.M., Milivojevic, Lazar
Language:English
Published: World Bank, Washington, DC 2020
Subjects:
INTEREST RATE
STOCHASTIC VOLATILITY
BAYESIAN INFERENCE
SYNCHRONIZATION
EQUILIBRIUM
BUSINESS CYCLE TRANSMISSION
GLOBAL FINANCIAL CRISIS
Online Access:http://documents.worldbank.org/curated/en/897441607366178761/Dynamics-and-Synchronization-of-Global-Equilibrium-Interest-Rates
http://hdl.handle.net/10986/34911

Internet

http://documents.worldbank.org/curated/en/897441607366178761/Dynamics-and-Synchronization-of-Global-Equilibrium-Interest-Rates
http://hdl.handle.net/10986/34911

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