What drives the global official/policy interest rate?
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- Ronald A. Ratti & Joaquin L. Vespignani, 2015. "What drives the global official/policy interest rate?," CAMA Working Papers 2015-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
References listed on IDEAS
- Robert J. Barro & Xavier Sala-i-Martin, 1990. "World Real Interest Rates," NBER Chapters, in: NBER Macroeconomics Annual 1990, Volume 5, pages 15-74, National Bureau of Economic Research, Inc.
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- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2005. "Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach," The Quarterly Journal of Economics, Oxford University Press, vol. 120(1), pages 387-422.
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- repec:eee:reveco:v:59:y:2019:i:c:p:522-547 is not listed on IDEAS
More about this item
KeywordsGlobal interest rate; global monetary aggregates; oil prices; GFAVAR;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2016-01-29 (Central Banking)
- NEP-IFN-2016-01-29 (International Finance)
- NEP-MAC-2016-01-29 (Macroeconomics)
- NEP-MON-2016-01-29 (Monetary Economics)
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