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Measuring the ''World'' Real Interest Rate
13 references·16 citing·37 second hop
Measuring the ''World'' Real Interest Rate (2014)Measuring the ''World'' Real Interest RateMacroeconomics and the Term Structure (2012)Macroeconomics and the Term S…Understanding Inflation-Indexed Bond Markets (2009)Understanding Inflation-Index…The TIPS Yield Curve and Inflation Compensation (2009)The TIPS Yield Curve and Infl…Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves (2009)Extracting inflation expectat…The TIPS Yield Curve and Inflation Compensation (2007)The TIPS Yield Curve and Infl…The global saving glut and the U.S. current account deficit (2005)The global saving glut and th…The Global Saving Glut and the U.S. Current Account Deficit : Remarks at the Sandridge Lecture, Virginia Association of Economics, Richmond, Virginia (2005)The Global Saving Glut and th…Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 (1994)Estimating and Interpreting F…Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…World Real Interest Rates (1990)World Real Interest RatesParsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Perspectives on High World Real Interest Rates (1984)Perspectives on High World Re…NBER Macroeconomics Annual 1990, Volume 5NBER Macroeconomics Annual 19…The Federal Reserve's New Framework: Context and Consequences (2022)The Federal Reserve's New Fra…Why have interest rates fallen far below the return on capital? (2021)Why have interest rates falle…Understanding the New Normal: The Role of Demographics (2021)Understanding the New Normal:…Indebted Demand (2020)Indebted DemandDemographics and the natural interest rate in the euro area (2020)Demographics and the natural …Riders on the Storm (2019)Riders on the StormWhat Determines the Neutral Rate of Interest in an Emerging Economy? (2018)What Determines the Neutral R…Global Trends in Interest Rates (2018)Global Trends in Interest Rat…Global Trends in Interest Rates (2018)Global Trends in Interest Rat…Demographic Trends and the Real Interest Rate (2018)Demographic Trends and the Re…The Global Rise of Corporate Saving (2017)The Global Rise of Corporate …MEASURING THE WORLD NATURAL RATE OF INTEREST (2017)MEASURING THE WORLD NATURAL R…Why Are Real Interest Rates So Low? The Role of the Relative Price of Investment Goods (2016)Why Are Real Interest Rates S…Why are Real Interest Rates so Low? Secular Stagnation and the Relative Price of Investment Goods (2015)Why are Real Interest Rates s…World Economic Outlook, April 2014: Recovery Strengthens, Remains Uneven (2014)World Economic Outlook, April…International Bond Risk Premia (2012)International Bond Risk PremiaThe Information in Long-Maturity Forward Rates (1987)The U.S. Treasury yield curve: 1961 to the present (2007)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Noise as Information for Illiquidity (2013)Nobel Lecture: Inflation and Unemployment (1977)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Forecasting Inflation (2013)Should Macroeconomic Forecasters Use Daily Financial Data and How? 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(2019)Interest Rates under Falling Stars (2020)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings (2011)Stock Returns, Real Activity, Inflation, and Money (1981)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The Stock Market and Investment (1990)Federal Government Debt and Interest Rates (2004)Fiscal policy and interest rates in Europe (2006)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)Journal of monetary economics (1987)Foreign Capital and Economic Growth (2007)The Missing Wealth of Nations: Are Europe and the U.S. net Debtors or net Creditors?* (2013)Movements in the Equity Premium (1993)Chapter 25 Government debt (1999)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)Explaining the Rate Spread on Corporate Bonds (2001)Forecasting the Term Structure of Government Bond Yields (2003)Booms and Banking Crises∗ (2013)External Adjustment, Global Imbalances, Valuation Effects (2014)The Impact of Treasury Supply on Financial Sector Lending and Stability (2015)Inflation Risk and the Inflation Risk Premium (2010)The TIPS‐Treasury Bond Puzzle (2013)Convective Risk Flows in Commodity Futures Markets (2014)
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References

  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 2005The global saving glut and the U.S. current account deficit663 cited
  • 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
  • 2009The TIPS Yield Curve and Inflation Compensation365 cited
  • 2012Macroeconomics and the Term Structure314 cited
  • 2005The Global Saving Glut and the U.S. Current Account Deficit : Remarks at the Sandridge Lecture, Virginia Association of Economics, Richmond, Virginia301 cited
  • 1984Perspectives on High World Real Interest Rates167 cited
  • n.d.NBER Macroeconomics Annual 1990, Volume 5164 cited
  • 2007The TIPS Yield Curve and Inflation Compensation163 cited
  • 1990World Real Interest Rates163 cited
  • 2009Understanding Inflation-Indexed Bond Markets163 cited
  • 2009Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves124 cited

Cited by

  • 2012International Bond Risk Premia112 cited
  • 2021Understanding the New Normal: The Role of Demographics

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108 cited
  • 2014World Economic Outlook, April 2014: Recovery Strengthens, Remains Uneven59 cited
  • 2021Why have interest rates fallen far below the return on capital?58 cited
  • 2016Why Are Real Interest Rates So Low? The Role of the Relative Price of Investment Goods53 cited
  • 2020Demographics and the natural interest rate in the euro area47 cited
  • 2018Demographic Trends and the Real Interest Rate46 cited
  • 2015Why are Real Interest Rates so Low? Secular Stagnation and the Relative Price of Investment Goods44 cited
  • 2017MEASURING THE WORLD NATURAL RATE OF INTEREST36 cited
  • 2019Riders on the Storm32 cited
  • 2017The Global Rise of Corporate Saving31 cited
  • 2018What Determines the Neutral Rate of Interest in an Emerging Economy?25 cited
  • 2020Indebted Demand25 cited
  • 2022The Federal Reserve's New Framework: Context and Consequences24 cited
  • 2018Global Trends in Interest Rates24 cited
  • 2018Global Trends in Interest Rates22 cited