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Global Savings, Investment, and World Real Interest Rates

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Author Info
Brigitte Desroches
Michael Francis (Bank of Canada)

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Abstract

Over the past 25 years, world long-term interest rates have declined to levels not seen since the 1960s. This decline has been accompanied by falling world investment and savings rates. The authors explore global saving and investment outcomes that have led to the fall in the world real interest rate. The results show that the key factors explaining movements in savings and investment are variables that evolve relatively slowly over time, such as labour force growth and the age structure of the world economy. The conclusions suggest that, over the coming years, it is unlikely that these slowly changing variables will be a source of significant changes in world real interest rates.

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File URL: http://www.bankofcanada.ca/en/review/winter06-07/desroches.pdf
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Publisher Info
Article provided by Bank of Canada in its journal Bank of Canada Review.

Volume (Year): 2006-2007 (2006-2007)
Issue (Month): Winter ()
Pages: 3-17
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Handle: RePEc:bca:bcarev:v:2007:y:2007:i:winter06-07:p:3-17

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  1. Brigitte Desroches & Michael Francis, 2007. "World Real Interest Rates: A Global Savings and Investment Perspective," Working Papers 07-16, Bank of Canada. [Downloadable!]
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This page was last updated on 2008-11-20.


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