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Rafael B. De Rezende
Assistant Professor of Economics and Finance
Jönköping University
Founder, Chairman, CEO and Investment manager
Amuletum Invest AB
Shadow rates for the US, Sweden, Euro area and the UK
In the paper "A shadow rate without a lower bound constraint", co-authored with Annukka Ristiniemi, we propose a shadow rate that measures the overall stance of monetary policy when the lower bound is not necessarily binding.
You can download the estimated shadow rates for the US, Sweden, euro area and the UK here!
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