English, Article, Journal or magazine article edition: Behavior of the real rate of interest over the business cycle Michael Dotsey; Brian Scholl

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Bookmark: http://trove.nla.gov.au/version/74587
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Behavior of the real rate of interest over the business cycle
Author
  • Michael Dotsey
  • Brian Scholl
Physical Description
  • preprint
Notes
  • In this paper we document real rate behavior. We do this by looking across a wide variety of constructed real rate series. These series are obtained by using a number of different methodologies for estimating expected inflation, using several different price series, and looking over different time periods. The evidence suggests that over the entire sample period, real rate increases follow output increases and the real rate is positively correlated with contemporaneous output. These results, however, are sensitive to the price series used. That is, we find evidence of specification uncertainty. We also find that real rate behavior varies over different sample periods.
  • Interest rates ; Monetary policy ; Business cycles
  • RePEc:fip:fedrwp:00-09
Language
  • English
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