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...

詳細記述

書誌詳細
第一著者: Dell'Erba, Salvatore
その他の著者: Sola, Sergio
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2013.
シリーズ:IMF Working Papers; Working Paper ; No. 2013/159
オンライン・アクセス:Full text available on IMF