Search Results - subject:"real interest rates"

Real interest rates and the ECB’s monetary policy stance

Bernardini, Marco; D'Arrigo, Lara; Lin, Alessandro; … - 2024

Persistent link: https://www.econbiz.de/10014634709

International aggregate risk : Effects on financial stability

Lucchetta, Marcella - In: Economics letters 240 (2024), pp. 1-3

Persistent link: https://www.econbiz.de/10015076865

Drivers of real interest rates in a two-country, general-equilibrium, OLG model

Christensen, Frederik Bjørn; Pedersen, Jesper - 2023

What can explain the long-term decline in equilibrium real interest rates? We analyze the importance of three of the … interest rates is not fully over; the drivers considered in this analysis are likely to depress real interest rates by another … explain the build-up of the large Danish net foreign asset position. Our results suggest that the secular decline in real …

Persistent link: https://www.econbiz.de/10014540919

Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects

Anderl, Christina; Caporale, Guglielmo Maria - 2023

This paper applies a recently developed method (Inoue and Rossi, 2021) to estimate functional inflation expectations and ex-ante real interest rate shocks, and then examines their macroeconomic effects in the context of a Functional Vector Autoregressive model with exogenous variables...

Persistent link: https://www.econbiz.de/10014469558

Drivers of real interest rates in a two-country, general-equilibrium, OLG model

Christensen, Frederik Bjørn; Pedersen, Jesper - 2023

Persistent link: https://www.econbiz.de/10014231838

Longer-term structural transitions and short-term macroeconomic adjustment : quantitative implications for the global financial system

McKibbin, Warwick J.; Vines, David - In: Oxford review of economic policy 39 (2023) 2, pp. 245-266

Persistent link: https://www.econbiz.de/10014317085

Functional shocks to inflation expectations and real interest rates and their macroeconomic effects

Anderl, Christina; Caporale, Guglielmo Maria - 2023

Persistent link: https://www.econbiz.de/10014364953

A three-factor market model for incorporating explicit general inflation in non-life claims reserving

Moriconi, Franco - In: Risks : open access journal 11 (2023) 10, pp. 1-32

In a recent paper "Stochastic Chain-Ladder Reserving with Modeled General Inflation", the effects of modeled general inflation on non-life claims reserving were studied using, along with the so called "market approach", a stochastic two-factor market model, characterized by deterministic...

Persistent link: https://www.econbiz.de/10014391753

Stochastic chain-ladder reserving with modeled general inflation

DeFelice, Massimo; Moriconi, Franco - In: Risks : open access journal 11 (2023) 12, pp. 1-31

combining a stochastic claims reserving model with a stochastic market model for nominal and real interest rates. The problem is …

Persistent link: https://www.econbiz.de/10014446788

How to control the house prices through the demand sides?

Ajija, Shochrul Rohmatul; Pratiwi, Indah Ratna; … - In: Iranian economic review : journal of University of Tehran 27 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014308477

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