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The natural rate of interest and the output gap in the euro area: a joint estimation

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  • Julien Garnier

    ()

  • Bjørn-Roger Wilhelmsen

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s00181-008-0196-z
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Bibliographic Info

Article provided by Springer in its journal Empirical Economics.

Volume (Year): 36 (2009)
Issue (Month): 2 (May)
Pages: 297-319

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Handle: RePEc:spr:empeco:v:36:y:2009:i:2:p:297-319

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Related research

Keywords: Real interest rate gap; Output gap; Kalman filter; Euro area;

References

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  1. Marta Manrique & José Manuel Marqués, 2004. "An empirical approximation of the natural rate of interest and potential growth," Banco de Espa�a Working Papers 0416, Banco de Espa�a.
  2. Katharine S. Neiss & Edward Nelson, 2001. "The real interest rate gap as an inflation indicator," Bank of England working papers 130, Bank of England.
  3. Giammarioli, Nicola & Valla, Natacha, 2003. "The natural real rate of interest in the euro area," Working Paper Series 0233, European Central Bank.
  4. Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer, vol. 31(2), pages 185-204, June.
  5. 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.
  6. Thomas Laubach & John C. Williams, 2001. "Measuring the natural rate of interest," Finance and Economics Discussion Series 2001-56, Board of Governors of the Federal Reserve System (U.S.).
  7. Mesonnier, Jean-Stephane & Renne, Jean-Paul, 2007. "A time-varying "natural" rate of interest for the euro area," European Economic Review, Elsevier, vol. 51(7), pages 1768-1784, October.
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Cited by:
  1. Klaus Schmidt-Hebbel & Carl E. Walsh, 2009. "Monetary Policy And Key Unobservables: Evidence From Large Industrial And Selected Inflation-Targeting Countries," Working Papers Central Bank of Chile 527, Central Bank of Chile.
  2. Ronny Mazzocchi, 2013. "Investment-Saving Imbalances with Endogenous Capital Stock," DEM Discussion Papers 2013/14, Department of Economics and Management.
  3. Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2012. "Output gap and Neutral interest measures for Colombia," BORRADORES DE ECONOMIA 009870, BANCO DE LA REPÚBLICA.
  4. Ronny Mazzocchi, 2013. "Intertemporal Coordination Failure and Monetary Policy," DEM Discussion Papers 2013/15, Department of Economics and Management.

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