On the international co-movement of natural interest rates
Using quarterly data for 10 OECD countries and the Euro area and a Kalman filtering technique, we investigate the international co-movement among natural interest rates. We show that the US is the main source of global spillovers and global/common factors appear to be key drivers of such co-movement...
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| Main Authors: | , , |
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| Format: | Default Article |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/20285646.v1 |
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