An Empirical Measure of the Real Rate of Interest

In the absence of a commonly accepted series of the real rate of interest, the typical behavior of this rate remains contentious. The authors derive alternative measures of the short-term real rate from various surveys of inflation expectations. These measures suggest that the real rate averages about 2 percent. Substantial deviations from this average, however, can occur over extended periods of time

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Year of publication:	2012
Authors:	Darin, Robert
Other Persons:	Hetzel, Robert L. (contributor)
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Realzins \| Real interest rate \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Inflationserwartung \| Inflation expectations

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Extent:	1 Online-Ressource (31 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: FRB Richmond Economic Quarterly, vol. 81, no. 1, Winter 1995, pp. 17-47 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1995 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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