Does monetary policy affect the long-run expectations of non-stationary real interest rates?
Year of publication: |
March 2018
|
---|---|
Authors: | Kim, Yun-Yeong |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 12, p. 1342-1361
|
Subject: | Non-stationary real interest rate | Beveridge–Nelson decomposition | long-run expectation | monetary policy shock | Realzins | Real interest rate | Geldpolitik | Monetary policy | Schock | Shock | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Zins | Interest rate | Kointegration | Cointegration | Inflationserwartung | Inflation expectations |
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