An Analysis of the Real Interest Rate Under Regime Shifts
- 1 February 1996
- journal article
- Published by JSTOR in The Review of Economics and Statistics
- Vol. 78 (1) , 111
- https://doi.org/10.2307/2109851
Abstract
We consider the time series behavior of the U.S. real interest rate from 1961 to 1986, using the methodology of Hamilton (1989), by allowing three possible regi...Keywords
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