What drives the global official/policy interest rate?
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- Ronald A. Ratti & Joaquin L. Vespignani, 2019. "What drives the global official/policy interest rate?," Applied Economics, Taylor & Francis Journals, vol. 51(47), pages 5185-5190, October.
- 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.
- Thornton, Daniel L., 2014.
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- Daniel L. Thornton, 2012. "Monetary policy: why money matters, and interest rates don’t," Working Papers 2012-020, Federal Reserve Bank of St. Louis.
- 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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"Generalized impulse response analysis in linear multivariate models,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nagayasu, Jun, 2019.
"Financial flows, global interest rates, and political integration,"
Finance Research Letters, Elsevier, vol. 31(C).
- Jun Nagayasu, 2018. "Financial Flows, Global Interest Rates, and Political Integration," DSSR Discussion Papers 75, Graduate School of Economics and Management, Tohoku University.
- Olatunji A. Shobande & Oladimeji T. Shodipe & Simplice A. Asongu, 2019.
"Global Shocks Alert and Monetary Policy Responses,"
Working Papers of the African Governance and Development Institute.
19/066, African Governance and Development Institute..
- Olatunji A. Shobande & Oladimeji T. Shodipe & Simplice A. Asongu, 2019. "Global Shocks Alert and Monetary Policy Responses," Research Africa Network Working Papers 19/066, Research Africa Network (RAN).
- Olatunji A. Shobande & Oladimeji T. Shodipe & Simplice A. Asongu, 2019. "Global Shocks Alert and Monetary Policy Responses," Working Papers 19/066, European Xtramile Centre of African Studies (EXCAS).
- Shobande, Olatunji & Shodipe, Oladimeji & Simplice, Asongu, 2019. "Global Shocks Alert and Monetary Policy Responses," MPRA Paper 101794, University Library of Munich, Germany.
- Probst, Julius, 2019. "Global real interest rate dynamics from the late 19th century to today," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 522-547.
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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