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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Dell'Erba, Salvatore
מחברים אחרים: Sola, Sergio
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2013.
סדרה:IMF Working Papers; Working Paper ; No. 2013/159
גישה מקוונת:Full text available on IMF