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04 April 2018 · 9:00 am

Bitesize: UK real interest rates over the past three centuries

John Lewis

How low are UK real interest rates by historical standards? Using the Bank’s Millennium of Macroeconomic Data, I compute real bank rate, mortgage rates, and 10-year government bond yields over time.

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Filed under Bitesize, Economic History, Financial Markets, Macroeconomics

Tagged as Bitesize, mean reversion, real rates

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