Economics, Econometrics and Finance
4 years ago

Expected real long-term interest rates influenced by short-term rates and borrowing.

RePEc: Research Papers in Economics
Determinants of the expected real long-term interest rates in the G7-countries
Jörg W. Krämer

Paper Summary

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The study looked at what factors affect the expected real long-term interest rates in the G7 countries. They used a method to predict inflation rates and compared them to actual bond rates in the UK. The results showed that real short-term interest rates, capacity utilization, and public borrowing all have a positive impact on expected real long-term interest rates.