Measuring the natural rate of interest in Brazil
Alexis Maka
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Maka, Alexis |
| Publisher: |
Brasília, DF : Ipea, Institute for Applied Economic Research |
| Subject: | natural rate of interest | Kalman filter | trend growth | Brasilien | Brazil | Zins | Interest rate | Zustandsraummodell | State space model | Schätzung | Estimation | Realzins | Real interest rate | Zeitreihenanalyse | Time series analysis | Zinstheorie | Theory of interest | Wirtschaftswachstum | Economic growth |
| Description of contents: |
This paper applies the Holston-Laubach-Williams methodology to estimate the natural rate of interest for Brazil.
|
freely available
| Extent: | 1 Online-Ressource (circa 20 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper. - Brasília : [Verlag nicht ermittelbar], ZDB-ID 2933902-9. - Vol. 274 (March 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.38116/dp274 [DOI] |
| Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014428785