
Structural Shocks and the Comovements between Output and Interest Rates
Author(s) -
Elmar Mertens
Publication year - 2010
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2010.21
Subject(s) - stylized fact , economics , interest rate , dynamic stochastic general equilibrium , econometrics , inflation (cosmology) , monetary policy , great moderation , nominal interest rate , real interest rate , new keynesian economics , productivity , fisher hypothesis , monetary economics , keynesian economics , macroeconomics , physics , theoretical physics