Measuring interest rates as determined by thrift and productivity
by Woon Gyu Choi
"This paper investigates the behavior of short-term real and nominal rates of interest by combining consumption-based and production-based models into a single general equilibrium framework. Based on the theoretical nonlinear relationships that link interest rates to both the marginal rates of substitution and transformation in a monetary production economy, we develop an estimation and simulation procedure to generate historical time series of interest rates. We find that the predictions of interest rates based on a general equilibrium theory are partially consistent with US data"--Federal Reserve Bank of St. Louis web site.
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Measuring interest rates as determined by thrift and productivity
2005, Federal Reserve Bank of St. Louis
Electronic resource
in English
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Edition Notes
Includes bibliographical references.
Title from PDF file as viewed on 7/12/2005.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.
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- Created April 1, 2008
- 5 revisions
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| December 13, 2020 | Edited by MARC Bot | import existing book |
| August 4, 2012 | Edited by VacuumBot | Updated format '[electronic resource] /' to 'Electronic resource' |
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