Working Paper
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data
Keywords: Long-run real interest rate; time-varying parameter vector-autoregressions; Bayesian predictive density;
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File(s): File format is application/pdf https://www.kansascityfed.org/documents/325/The_Trend_Real_Interest_Rate_and_Stagnation_Risk_Bayesian_Exponential_Tilting_with_Sur.pdf
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Kansas City
Part of Series: Research Working Paper
Publication Date: 2017-07-31
Number: RWP 17-8
Pages: 30 pages