Exchange Currency

ex ante real interest rate

The anticipated real interest rate. Calculated by: nominal interest rate minus expected inflation rate. Because this is a forward-looking figure, it is different from the ex post real interest rate, which comes as a result of actual or historical results.

Related information about ex ante real interest rate:
  1. What is ex ante real interest rate? definition and meaning
    Definition of ex ante real interest rate: The anticipated real interest rate. Calculated by: nominal interest rate minus expected inflation rate. Because this is a ...
     
  2. What is ex post real interest rate? definition and meaning
    ... by nominal interest rate minus the inflation rate for a given period. This is different from the ex ante real interest rate, which serves as a forward-looking figure.
     
  3. On structural shifts and stationarity of the ex ante real interest rate
    relationship to hold, the ex ante real interest rate—the difference between the ... the ex ante real interest rate data using a variety of unit-root tests that can allow ...
     
  4. A model for ex ante real interest rates - Taylor & Francis Online
    Assume the ex ante real interest rate follows an autoregressive structure and inflation follows an IMA(1, 1) process. Using the information in the nominal short- ...
     
  5. A Model for Ex Ante Real Interest Rates and Derived Inflation - JStor
    tional-expectations hypothesis (REH), the ex post real interest rate is simply the ex ante real interest rate plus a random error associated with price inflation ...
     
  6. Real Interest Rates and Inflation: - University of Pennsylvania
    We develop a method to measure a single ex-ante real interest rate by using simultaneously observed prices of five index and nominal bonds. Two equal ...
     
  7. Unlikely Estimates of the Ex Ante Real Interest Rate ... - Ideas - RePEc
    Downloadable! The ex ante real rate of interest is one of the most important concepts in economics and finance. Because the universally-used Fisher theory of ...
     
  8. Unlikely Estimates of the Ex Ante Real Interest Rate: Another Dismal ...
    The ex ante real interest rate [hereafter, for simplicity, called the real rate of interest] is widely recognized as one of the most important variables in economics ...