Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data

Taeyoung Doh

No RWP 17-8, Research Working Paper from Federal Reserve Bank of Kansas City

Keywords: Long-run real interest rate; time-varying parameter vector-autoregressions; Bayesian predictive density (search for similar items in EconPapers)
JEL-codes: C11 E43 (search for similar items in EconPapers)
Pages: 30 pages
Date: 2017-07-31
New Economics Papers: this item is included in nep-mac and nep-ore
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