Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar
Sign Up to like & getrecommendations! Published in 2017 at "Empirical Economics"
DOI: 10.1007/s00181-016-1165-6
Abstract: Theoretical models suggest monetary policy is transmitted to commodity prices. We quantify this channel using several empirical methods under daily data. In early 2009, the US real interest rate became negative, with sample mean varying… read more here.
Keywords: real interest; dependence; dollar; interest rate ... See more keywords
Testing the impact of real interest rate, income, and energy consumption on Turkey’s CO2 emissions
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DOI: 10.1007/s11356-019-04987-5
Abstract: This paper aims to explore the impact of real interest rates (RIN), income, trade, foreign direct investment (FDI), and energy consumption on Turkey’s carbon dioxide emissions (CO2) over the period from 1980 to 2014. This… read more here.
Keywords: real interest; energy; impact real; co2 emissions ... See more keywords
Why Are Policy Real Interest Rates So High in Brazil? An Analysis of the Determinants of the Central Bank of Brazil’s Real Interest Rate
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DOI: 10.1080/08911916.2018.1497580
Abstract: This paper discusses the reasons for Brazil.s high policy real interest rates by considering two opposing views, the orthodox and heterodox approaches. While orthodox authors defend the position that bad domestic policies are the cause… read more here.
Keywords: real interest; policy real; rate; interest rates ... See more keywords
Some Evidence on Secular Drivers of US Safe Real Rates
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DOI: 10.1257/mac.20180005
Abstract: We study long-run correlations between safe real interest rates in the United States and over 30 variables that have been hypothesized to influence real rates. The list of variables is motivated by an intertermporal IS… read more here.
Keywords: real interest; safe real; evidence secular; real rates ... See more keywords
The value added and operating surplus deflators for industries: The right price indicators that should be used to calculate the real interest rates
Sign Up to like & getrecommendations! Published in 2017 at "Statistical journal of the IAOS"
DOI: 10.3233/sji-160327
Abstract: After the global financial crisis of 2008-2009, the governments of the world are piling up deficits to close the saving-investment gap in the private sector. The governments cannot accumulate deficits endlessly so that they must… read more here.
Keywords: real interest; operating surplus; calculate real; value added ... See more keywords