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Figure 3.4. Common Factors in Real Interest Rates 1. Principal Component Analysis of Long-Term Real Interest Rates (percent, share of real-rate variation explained by the first three common factors) Contribution of fir
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Document Date: 2014-04-07 13:59:20
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Figure 3.4. Common Factors in Real Interest Rates 1. Principal Component Analysis of Long-Term Real Interest Rates (percent, share of real-rate variation explained by the first three common factors) Contribution of fir