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...
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フォーマット: | 雑誌 |
言語: | English |
出版事項: |
Washington, D.C. :
International Monetary Fund,
2013.
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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 |