Estimating Equilibrium Real Interest Rates in Real-Time
| Year of publication: |
2016
|
|---|---|
| Authors: | Clark, Todd E. |
| Other Persons: | Kozicki, Sharon (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Schätzung | Estimation | Realzins | Real interest rate | Gleichgewichtsmodell | Equilibrium model | Theorie | Theory | Zins | Interest rate |
| Description of contents: |
We use a range of simple models and 22 years of real-time data vintages for the U.S. to
|
freely available
| Extent: | 1 Online-Ressource (64 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2004,32 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2004 erstellt |
| Other identifiers: | 10.2139/ssrn.2785077 [DOI] |
| Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; E4 - Money and Interest Rates ; C5 - Econometric Modeling |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991357