Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10012202941
We present new long-run samples of r-g series over centuries for key economies in the international financial system. Across a wide variety of econometric approaches, and including duration-matched constructions, we demonstrate strong evidence of trend stationarity in these series. Although we...
Persistent link: https://www.econbiz.de/10015145152
With recourse to archival, printed primary, and secondary sources, this paper reconstructs global real interest rates on an annual basis going back to the 14th century, covering 78% of advanced economy GDP over time. I show that across successive monetary and fiscal regimes, and a variety of...
Persistent link: https://www.econbiz.de/10012843884
With recourse to archival, printed primary, and secondary sources, this paper reconstructs global real interest rates on an annual basis going back to the 14th century, covering 78% of advanced economy GDP over time. I show that across successive monetary and fiscal regimes, and a variety of...
Persistent link: https://www.econbiz.de/10012859554
We present a new database of banking-crisis interventions since the 13th century. The database includes 1886 interventions in 20 categories across 138 countries, covering interventions during all of the crises identified in the main banking-crisis chronologies, while also cataloguing a large...
Persistent link: https://www.econbiz.de/10012629501
Persistent link: https://www.econbiz.de/10015403663