r*: Definition, Uses, Measurement, and Drivers

Marco Del Negro

RBA Annual Conference Papers from Reserve Bank of Australia

Keywords: world interest rate; convenience yield; interest rate parity; VAR with common trends (search for similar items in EconPapers)
Date: 2022-06, Revised 2022-12
Note: Presentation at the RBA's annual conference 'The Causes, Challenges and Consequences of the Low Interest Rate Environment', Sydney, 28–29 June 2022.
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.rba.gov.au/publications/confs/2022/pdf ... gro-presentation.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rba:rbaacp:acp2022-03

Access Statistics for this paper

More papers in RBA Annual Conference Papers from Reserve Bank of Australia Contact information at EDIRC.
Bibliographic data for series maintained by Paula Drew ().