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The information content of the neutral rate of interest

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Author Info
Michał Brzoza-Brzezina

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Abstract

The concept of the neutral rate of interest has recently received much attention from economists. In this paper, we estimate the neutral rate of interest in Poland. We show how it can yield important information for a central banker. In particular, estimation of the neutral rate can be helpful for monetary authorities seeking to stabilize inflation after a long process of disinflation. We also suggest possible explanations for the relatively high level of the neutral rate in Poland. Copyright (c) The European Bank for Reconstruction and Development, 2006.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0351.2006.00255.x
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File Function: link to full text
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Publisher Info
Article provided by The European Bank for Reconstruction and Development in its journal Economics of Transition.

Volume (Year): 14 (2006)
Issue (Month): 2 (04)
Pages: 391-412
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:etrans:v:14:y:2006:i:2:p:391-412

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0967-0750

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  1. Michal Brzoza-Brzezina, 2005. "Lending booms in the new EU Member States - will euro adoption matter?," Working Paper Series 543, European Central Bank. [Downloadable!]
  2. Jesus Crespo Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2003. "Searching for the Natural Rate of Interest: A Euro-Area Perspective," Working Papers 84, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Other versions:
  3. Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Economic Change and Restructuring, Springer, vol. 31(2), pages 185-204, June. [Downloadable!] (restricted)
  4. Roman Horvath, 2007. "The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?," Working Papers 2007/4, Czech National Bank, Research Department. [Downloadable!]
    Other versions:
  5. Michal Brzoza-Brzezina, 2005. "Lending Booms in Europe’s Periphery: South-Western Lessons for Central-Eastern Members," Macroeconomics 0502002, EconWPA. [Downloadable!]
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This page was last updated on 2009-12-25.


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