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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. Katharine S. Neiss & Edward Nelson, 2001. "The real interest rate gap as an inflation indicator," Bank of England working papers 130, Bank of England.
  2. 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.
  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.
  4. Thomas Laubach & John C. Williams, 2003. "Measuring the Natural Rate of Interest," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1063-1070, November.
  5. 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.
  6. Jean-Stephane Mesonnier & Jean-Paul Renne, 2004. "A Time Varying Natural Rate of Interest for the Euro Area," Money Macro and Finance (MMF) Research Group Conference 2004 42, Money Macro and Finance Research Group.
  7. Giammarioli, Nicola & Valla, Natacha, 2003. "The natural real rate of interest in the euro area," Working Paper Series 0233, European Central Bank.
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Cited by:
  1. 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.
  2. Ronny Mazzocchi, 2013. "Intertemporal Coordination Failure and Monetary Policy," DEM Discussion Papers 2013/15, Department of Economics and Management.
  3. Ronny Mazzocchi, 2013. "Investment-Saving Imbalances with Endogenous Capital Stock," DEM Discussion Papers 2013/14, Department of Economics and Management.
  4. Klaus Schmidt-Hebbel & Carl E. Walsh, 2009. "Monetary Policy and Key Unobservables: Evidence from Large Industrial and Selected Inflation-Targeting Countries," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.), Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 9, pages 285-370 Central Bank of Chile.

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