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Past Interest Rates and Future Growth

In studying the roots of macroeconomic trends across the advanced economies in recent decades, it is tempting to conclude that a declining rate of output growth is the inevitable result of deeper historical forces and intractable structural factors. But secular stagnation is well within our power to reverse.

NEW YORK – A new chapter has been written in the history of risk-free global interest rates. In a recent study, Paul Schmelzing of the Bank of England tracks global real (inflation-adjusted) interest rates over the period from 1311 to 2018. Despite temporary stabilizations during the periods 1550-1640, 1820-1850, and 1950-1980, he finds that global safe real rates have persistently trended downward over the past five centuries, and that negative safe real rates have steadily become more frequent since the fourteenth century.

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