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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. 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.
  2. Katharine S. Neiss and Edward Nelson, 2001. "The Real Interest Rate Gap as an Inflation Indicator," Computing in Economics and Finance 2001 145, Society for Computational Economics.
  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. 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. Nicola Giammarioli & Natacha Valla, 2003. "The natural real rate of interest in the Euro area," Working Paper Series 233, European Central Bank.
  6. Marta Manrique & José Manuel Marqués, 2004. "An empirical approximation of the natural rate of interest and potential growth," Banco de España Working Papers 0416, Banco de España.
  7. 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.).
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Cited by:
  1. Andrés González & Sergio Ocampo & Julian Pérez Amaya & Diego Rodríguez, 2012. "Output gap and Neutral interest measures for Colombia," Borradores de Economia 726, Banco de la Republica de Colombia.
  2. 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.

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