Discounting the distant future—Data on Australian discount rates estimated by a stochastic interest rate model

Chi Truong; Stefan Trück

doi:10.1016/j.dib.2016.12.026

Discounting the distant future—Data on Australian discount rates estimated by a stochastic interest rate model

Chi Truong, Stefan Trück^*

^*Corresponding author for this work

Department of Applied Finance

Research output: Contribution to journal › Article › peer-review

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Abstract

Data on certainty equivalent discount factors and discount rates for stochastic interest rates in Australia are provided in this paper. The data has been used for the analysis of investments into climate adaptation projects in ׳It׳s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events׳ (Truong and Trück, 2016) [3] and can be used for other cost-benefit analysis studies in Australia. The data is of particular interest for the discounting of projects that create monetary costs and benefits in the distant future.

Original language	English
Pages (from-to)	127-130
Number of pages	4
Journal	Data in Brief
Volume	11
DOIs	https://doi.org/10.1016/j.dib.2016.12.026
Publication status	Published - 1 Apr 2017

Bibliographical note

Version archived for private and non-commercial use with the permission of the author/s and according to publisher conditions. For further rights please contact the publisher.

Keywords

Stochastic discount rate
Cost-benefit analysis
Certainty equivalent discount rate
Distant future

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10.1016/j.dib.2016.12.026

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Discounting the distant future—Data on Australian discount rates estimated by a stochastic interest rate model

Abstract

Bibliographical note

Keywords

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