Interest rate gaps in an uncertain global context: why "too" low (high) for "so" long?

We study the behaviour of real interest rate gaps - i.e. periods of real interest rates above (below) the natural interest rate -, and link their length with a set of key observable determinants. Using quarterly data for 13 OECD countries over (close to) the last sixty years, we find that global ris...

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Bibliographic Details
Main Authors: Luca Agnello, Vitor Castro, Ricardo Sousa
Format: Default Article
Published: 2022
Subjects:
Other economics not elsewhere classified
Natural interest rate
Weibull model
Kalman filter
Global and domestic factors
Economic and monetary conditions and supply-side
Savings-glut
Inequality
Online Access:https://hdl.handle.net/2134/19874611.v1
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https://hdl.handle.net/2134/19874611.v1

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