What's in the R- Stars for Korea? /

Korea's stars tell of an economy saddled with a real neutral rate (r-star) that has declined significantly in recent decades and is currently below zero. This reflects a significant decline in trend growth, and two large financial crises that triggered significant shifts in the saving-investmen...

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Bibliografiske detaljer
Hovedforfatter: Rafiq, Sohrab
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2021.
Serier:IMF Working Papers; Working Paper ; No. 2021/093
Fag:
Online adgang:Full text available on IMF
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520 3 |a Korea's stars tell of an economy saddled with a real neutral rate (r-star) that has declined significantly in recent decades and is currently below zero. This reflects a significant decline in trend growth, and two large financial crises that triggered significant shifts in the saving-investment balance. Larger fiscal deficits and frothy financial conditions since 2012 have helped offset rising demand for safer assets, preventing the neutral rate from falling further. Nonetheless, the fall in the neutral rate, coupled with its effects on asset returns, has complicated the task of monetary policy stabilization. Korea's neutral rate is likely to remain low over the medium-term and could fall further, reflecting a structural savings-investment imbalance owing to declining productivity and a rotation in demographics increasing the demand for precautionary saving and convenience yield, and widening the capital risk premia. The COVID pandemic risks magnifying these trends. 
538 |a Mode of access: Internet 
650 7 |a Convenience  |2 imf 
650 7 |a Monetary Policy, Central Banking, and The Supply Of Money  |2 imf 
650 7 |a Money and Interest Rates  |2 imf 
650 7 |a Neutral Rate  |2 imf 
650 7 |a Risk Premia  |2 imf 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2021/093 
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