The actual real interest rate that occurs over a specific period of time. Calculated 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.
Related information about ex post real interest rate:
- What is ex post real interest rate? definition and meaning
Definition of ex post real interest rate: The actual real interest rate that occurs over a specific period of time. Calculated by nominal interest rate minus the ...
- What is ex ante real interest rate? definition and meaning
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 ...
- Ex-post Real Interest Rates versus Ex-ante Real Rates: a CCAPM ...
expectation error, will also contaminate the ex-post real interest rate. In the following Sections we exploit equations [1.a], [1.b] and [2] to estimate ex-ante real ...
- An Analysis of the Real Interest Rate and Monetary Policy Under ...
Hamilton (1989), by allowing three regimes in the ex-post real interest rate series during the time period 1954 - 2006, the series is essentially random with ...
- an analysis of the real interest rate under regime shifts
ex-post real interest rate for various sample periods, 'Walsh (1987) also failed to reject ... In that paper, the U.S. ex—post real interest rate from 1961:1 to 198623 ...
- Money, Output, and the Expected Real Interest Rate - JStor
OLS regressions of the ex post real interest rate on predetermined variables yield valid inferences about the correlations of these variables with-. ERIR.
- Are ex-post real interest rates a good proxy for ... - Banco de España
the ex-post real interest rate r x-post and the ex-ante real interest rate r t . But even if the inflation premium is nil, there might still be another wedge if agents do ...
- Effects of Anticipated Inflation: The Fisher Equation
The realized (or "ex post") real interest rate will depend on the rate of ... If the inflation rate turns out to be lower than expected, the ex post real interest rate will ...