appendix.lvg.pdf
Creators:
Kurt F. Lewis
;
Francisco Vazquez-Grande
From the dataset abstract
We present evidence that the natural rate of interest is buffeted by both permanent and transitory shocks. We establish this result by estimating a benchmark model with Bayesian methods...
Source: Measuring the natural rate of interest: A note on transitory shocks (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/760e0008-15f9-4c1b-9df8-0196824aca5e/resource/e1275c69-062d-49b5-9925-bbf34dbd79b6/download/appendix.lvg.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
