On the international co-movement of natural interest rates
Luca Agnello, Vítor Castro, Ricardo M. Sousa
| Year of publication: |
2022
|
|---|---|
| Authors: | Agnello, Luca ; Castro, Vítor ; Sousa, Ricardo M. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 80.2022, p. 1-18
|
| Subject: | Natural interest rate | Spillovers | Trend growth | Variance decomposition | Vector Auto-Regression (VAR) | Zins | Interest rate | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101610 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013533144