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Federal Reserve Bank of Kansas City
Research Working Paper
Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data
Taeyoung Doh
Abstract


Download https://doi.org/10.18651/RWP2017-08
Cite this item
Taeyoung Doh, Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data, Federal Reserve Bank of Kansas City, Research Working Paper RWP 17-8, 31 Jul 2017.
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Keywords: Long-run real interest rate; Time-varying parameter vectorautoregression; Bayesian predictive density
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