Measuring the trend real interest rate in a data-rich environment
Bowen Fu
| Year of publication: |
2023
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|---|---|
| Authors: | Fu, Bowen |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 147.2023, p. 1-17
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| Subject: | Trend real interest rate | Equilibrium real interest rate | Large Bayesian vector autoregression | Time-varying local mean | Realzins | Real interest rate | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104606 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249732