Does Fiscal Policy Affect Interest Rates? : Evidence from a Factor-Augmented Panel /

This paper reconsiders the effects of fiscal policy on long-term interest rates employing a Factor Augmented Panel (FAP) to control for the presence of common unobservable factors. We construct a real-time dataset of macroeconomic and fiscal variables for a panel of OECD countries for the period 198...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Dell'Erba, Salvatore
Muut tekijät: Sola, Sergio
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2013.
Sarja:IMF Working Papers; Working Paper ; No. 2013/159
Linkit:Full text available on IMF