DFHMT (2024) “Global Natural Rates in the Long Run"

Published: 13 March 2024| Version 1 | DOI: 10.17632/vb8ptgynpp.1
Benjamin Mills


Replication files for Davis, Fuenzalida, Huetsch, Mills, and Taylor (2024), "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies"


Steps to reproduce

Steps to reproduce are given in the documents ReadMeSTATA.docx and ReadMeMATLAB.docx.


Economics, Finance, Economic Growth, International Economics, Macroeconomics, Monetary Economics, Financial Economics, Central Banking, Interest Rate, Monetary Policy, Asset Pricing, Financial Risk, Fixed Income Market, Bond Interest Rate, Term Structure of Interest Rates, Interaction of Financial Markets and Macroeconomy