Interest rate trends in a global context

C-Tier
Journal: Economic Modeling
Year: 2021
Volume: 101
Issue: C

Authors (2)

Stolyarov, Dmitriy (University of Michigan) Tesar, Linda L. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Long-term interest rates have been falling globally since the early 1980s and have reached historically low levels. Past forecasts largely missed this secular decline. This paper reviews methodologies for making long-term interest rate projections. We synthesize results from studies that use long historical series and cross-country data to estimate the trend and decompose it into components. We then construct a set of economic indicators that are potentially useful in interest rate forecasting.

Technical Details

RePEc Handle
repec:eee:ecmode:v:101:y:2021:i:c:s0264999321001218
Journal Field
General
Author Count
2
Added to Database
2026-01-29