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Measuring the natural rate of interest

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Did the Natural Rate Fall***?
    by noreply@blogger.com (Carola) in Quantitative Ease on 2015-10-31 01:56:00
  2. [経済]米国の自然利子率は下がったのか？
    by himaginary in himaginaryの日記 on 2015-11-01 05:00:00
  3. What’s the natural rate of interest?
    by Tyler Cowen in Marginal Revolution on 2015-11-01 11:17:55
  4. Yellen: The Economic Outlook and Monetary Policy
    by Barry Ritholtz in The Big Picture on 2015-12-07 16:00:34
  5. Monetary Policy, Financial Stability, and the Zero Lower Bound
    by Guest Author in The Big Picture on 2016-01-04 16:00:31
  6. What Is the "Right" Policy Rate?
    by macroblog in Macroblog on 2017-09-07 22:59:02
  7. Introducing the Atlanta Fed's Taylor Rule Utility
    by macroblog in Macroblog on 2016-09-08 21:10:27
  8. Is the Fed Behind the Curve?
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-07-10 17:23:34
  9. NGDP Targeting y la Tasa Natural de Interés
    by Nicolas Cachanosky in Punto de Vista Economico on 2015-04-15 08:01:36
  10. What's in store for r*?
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-11-24 13:15:29

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023. "Loose Monetary Policy and Financial Instability," Working Paper Series 2023-06, Federal Reserve Bank of San Francisco.
  2. Victor Bystrov, 2018. "Measuring the Natural Rates of Interest in Germany and Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(4), pages 333-353, December.
  3. Michal Brzoza-Brzezina, 2004. "The Information Content of the Natural Rate of Interest: The Case of Poland," Macroeconomics 0402007, University Library of Munich, Germany.
  4. Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
  5. Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017. "Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 55-89, September.
  6. Tomás Slacík, 2008. "(How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate," FIW Working Paper series 018, FIW.
  7. Lucian Croitoru, 2016. "Are We Systematically Wrong when Estimating Potential Output and the Natural Rate of Interest?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 128-151, June.
  8. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  9. Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
  10. Hasan Engin Duran & Pawe³ Gajewski, 2023. "State-level Taylor rule and monetary policy stress," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 89-120, March.
  11. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare-maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
  12. Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017. "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
  13. Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany.
  14. Rodolfo G. Campos & Jesús Fernández-Villaverde & Galo Nuño Barrau & Peter Paz, 2024. "Navigating by falling stars: monetary policy with fiscally driven natural rates," BIS Working Papers 1172, Bank for International Settlements.
  15. Athanasios Orphanides, 2011. "Monetary Policy Lessons from the Crisis," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 2, Edward Elgar Publishing.
  16. Michael T. Kiley, 2020. "What Can the Data Tell Us about the Equilibrium Real Interest Rate?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 181-209, June.
  17. Athanasios Orphanides & John C. Williams, 2009. "Imperfect Knowledge and the Pitfalls of Optimal Control Monetary Policy," 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 4, pages 115-144, Central Bank of Chile.
  18. He Nie & Jordan Roulleau-Pasdeloup, 2023. "The promises (and perils) of control-contingent forward guidance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 77-98, July.
  19. Van der Ghote, Alejandro, 2021. "Benefits of macroprudential policy in low interest rate environments," Research Bulletin, European Central Bank, vol. 90.
  20. Pablo Cuba-Borda & Sanjay R. Singh, 2022. "Understanding Persistent ZLB: Theory and Assessment," Working Papers 346, University of California, Davis, Department of Economics.
  21. Hans Dewachter, 2008. "Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model," Working Paper Research 144, National Bank of Belgium.
  22. Gregory Thwaites, 2014. "Why are real interest rates so low? Secular stagnation and the relative price of investment goods," Discussion Papers 1428, Centre for Macroeconomics (CFM).
  23. Michael T. Kiley & Jean-Philippe Laforte & Rochelle M. Edge, 2008. "The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economic," 2008 Meeting Papers 990, Society for Economic Dynamics.
  24. Klaus Schmidt-Hebbel & Carl E. Walsh, 2009. "Monetary Policy under Uncertainty and Learning: An Overview," 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 1, pages 001-025, Central Bank of Chile.
  25. Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
  26. Álvarez, Luis J. & Gómez-Loscos, Ana, 2018. "A menu on output gap estimation methods," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
  27. Morelli, Pierluigi & Seghezza, Elena, 2021. "Why was the ECB’s reaction to Covid-19 crisis faster than after the 2008 financial crash?," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 1-14.
  28. Athanasios Orphanides & John C. Williams, 2002. "Robust Monetary Policy Rules with Unknown Natural Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 63-146.
  29. Eusepi, Stefano & Giannoni, Marc P. & Preston, Bruce, 2018. "Some implications of learning for price stability," European Economic Review, Elsevier, vol. 106(C), pages 1-20.
  30. repec:hal:spmain:info:hdl:2441/69n0a0mntc92to9jgrhc3ppj6u is not listed on IDEAS
  31. Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2022. "Monetary policy, rational confidence, and Neo‐Fisherian depressions," Metroeconomica, Wiley Blackwell, vol. 73(4), pages 1179-1199, November.
  32. Olivier Basdevant & Nils Björksten & Özer Karagedikli, 2004. "Estimating a time varying neutral real interest rate for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP 2004/01, Reserve Bank of New Zealand.
  33. Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021. "How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US," Working Papers halshs-03191667, HAL.
  34. 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.
  35. Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
  36. Robert C. M. Beyer & Lazar Milivojevic, 2023. "Dynamics and synchronization of global equilibrium interest rates," Applied Economics, Taylor & Francis Journals, vol. 55(28), pages 3195-3214, June.
  37. Leon Podkaminer, 2021. "Dynamic Stochastic General Equilibrium: macroeconomics at a dead end," Bank i Kredyt, Narodowy Bank Polski, vol. 52(2), pages 97-122.
  38. Ufuk Akcigit & Sina T. Ates, 2023. "What Happened to US Business Dynamism?," Journal of Political Economy, University of Chicago Press, vol. 131(8), pages 2059-2124.
  39. Anthony J Evans, 2020. "The natural rate of interest: An estimate for the United Kingdom," Economic Affairs, Wiley Blackwell, vol. 40(1), pages 24-35, February.
  40. Enrico Sergio Levrero, 2021. "Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment," International Journal of Political Economy, Taylor & Francis Journals, vol. 50(1), pages 5-27, February.
  41. Franta, Michal, 2021. "The Likelihood Of Effective Lower Bound Events," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2058-2079, December.
  42. Sharon Kozicki & P. Tinsley, 2006. "Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 295-327, May.
  43. Michele Catalano & Emilia Pezzolla, 2022. "Global natural projections," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 949-990, November.
  44. Veronika Grimm & Lukas Nöh & Volker Wieland, 2023. "Government bond rates and interest expenditure of large euro area member states: A scenario analysis," International Finance, Wiley Blackwell, vol. 26(3), pages 286-303, December.
  45. El-Shagi, Makram & Jung, Alexander, 2015. "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
  46. Andreza A Palma, 2016. "Natural interest rate in Brazil: further evidence frThe main objective of this study is to estimate the natural interest rate for Brazil using a parsimonious AR-trend-bound model proposed by Chan, Koo," Economics Bulletin, AccessEcon, vol. 36(3), pages 1306-1314.
  47. Mark A. Wynne & Ren Zhang, 2018. "Estimating the natural rate of interest in an open economy," Empirical Economics, Springer, vol. 55(3), pages 1291-1318, November.
  48. Robert Amano & Malik Shukayev, 2012. "Risk Premium Shocks and the Zero Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1475-1505, December.
  49. Benati, Luca, 2007. "Drift and breaks in labor productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2847-2877, August.
  50. Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
  51. Restrepo O., Sergio Iván & Martínez R., Luis Esteban & Lopera C., Mauricio, 2011. "Una estimación de los impactos de la tasa de interés en el ciclo económico de Colombia: 1986-2010," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 18, pages 53-77, December.
  52. Dilian Vassilev, 2020. "Secular stagnation – the origin of the concept, a review of the scientific literature and the nature of the academic debate," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 137-158.
  53. Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
  54. repec:zbw:bofrdp:2022_007 is not listed on IDEAS
  55. John C. Williams, 2016. "Rules of engagement," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  56. Oscar Jorda & Sanjay R. Singh & Alan M. Taylor, 2022. "Longer-Run Economic Consequences of Pandemics," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 166-175, March.
  57. Orphanides, Athanasios & Williams, John C., 2007. "Robust monetary policy with imperfect knowledge," Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1406-1435, July.
  58. Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2019. "The Taylor principles," Journal of Macroeconomics, Elsevier, vol. 62(C).
  59. Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  60. Juselius, Mikael & Takáts, Előd, 2021. "Inflation and demography through time," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
  61. Paul Beaudry & Katya Kartashova & Césaire Meh, 2023. "Gazing at r-star: A Hysteresis Perspective," Staff Working Papers 23-5, Bank of Canada.
  62. Garnier, Julien & Wilhelmsen, Björn-Roger, 2005. "The natural real interest rate and the output gap in the euro area: a joint estimation," Working Paper Series 546, European Central Bank.
  63. Ray Fair, 2005. "Natural Concepts in Macroeconomics," Yale School of Management Working Papers amz2527, Yale School of Management, revised 01 Jul 2005.
  64. Tambakis, Demosthenes N., 2014. "On the risk of long-run deflation," Economics Letters, Elsevier, vol. 122(2), pages 176-181.
  65. Yao, Fang, 2022. "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers 8/RT/22, Central Bank of Ireland.
  66. John C. Williams, 2009. "Heeding Daedalus: Optimal Inflation and the Zero Lower Bound," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 1-49.
  67. Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers 115, Banque de France.
  68. Hawkins, Raymond J. & Nguyen, Chau N., 2018. "Macroeconomic dynamics and the IS puzzle," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-13.
  69. Clemens Grafe & Sara Grut & Lorenzo Rigon, 2018. "Neutral Interest Rates in CEEMEA - Moving in Tandem with Global Factors," Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 6-25, March.
  70. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1060-1075.
  71. Kosuke Aoki & Takeshi Kimura, 2007. "Uncertainty about Perceived Inflation Target and Monetary Policy," Bank of Japan Working Paper Series 07-E-16, Bank of Japan.
  72. Thomas Lubik & Christian Matthes & Elmar Mertens, 2023. "Indeterminacy and Imperfect Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 37-57, July.
  73. Piotr Ciżkowicz & Andrzej Rzońca, 2014. "Interest Rates Close to Zero, Post-crisis Restructuring and Natural Interest Rate," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(3), pages 315-329.
  74. Mr. Daniel Leigh, 2005. "Estimating the Implicit Inflation Target: An Application to U.S. Monetary Policy," IMF Working Papers 2005/077, International Monetary Fund.
  75. Paul Hubert & Jérôme Creel & Christophe Blot & Fabien Labondance, 2017. "Are European bond markets overshooting?," Sciences Po publications info:hdl:2441/5apvvnfh349, Sciences Po.
  76. McCallum, Bennett T. & Nelson, Edward, 2010. "Money and Inflation: Some Critical Issues," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 3, pages 97-153, Elsevier.
  77. Manopimoke, Pym, 2019. "The Output Euler Equation And Real Interest Rate Regimes," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 420-447, January.
  78. Mr. Francis Vitek, 2018. "A Closed Form Multivariate Linear Filter," IMF Working Papers 2018/275, International Monetary Fund.
  79. Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011. "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, vol. 0(1), pages 33-75, January-J.
  80. Brandyn Bok & Thomas M. Mertens & John C. Williams, 2022. "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Staff Reports 1011, Federal Reserve Bank of New York.
  81. James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2016. "The Equilibrium Real Funds Rate: Past, Present, and Future," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 660-707, November.
  82. Ansgar Belke & Jens Klose, 2017. "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries," Journal of Common Market Studies, Wiley Blackwell, vol. 55(6), pages 1221-1238, November.
  83. Jeffrey M. Lacker, 2016. "What Monetary Policy Can Do," Cato Journal, Cato Journal, Cato Institute, vol. 36(2), pages 261-268, Spring/Su.
  84. Maik H. Wolters, 2018. "How the baby boomers' retirement wave distorts model‐based output gap estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
  85. Reynard, Samuel, 2007. "Maintaining low inflation: Money, interest rates, and policy stance," Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1441-1471, July.
  86. Mikael Juselius & Előd Takáts, 2018. "The enduring link between demography and inflation," BIS Working Papers 722, Bank for International Settlements.
  87. Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
  88. Jean-Paul Lam & Greg Tkacz, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 89-126, March.
  89. Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
  90. Romain Bouis & Łukasz Rawdanowicz & Jean-Paul Renne & Shingo Watanabe & Ane Kathrine Christensen, 2013. "The Effectiveness of Monetary Policy since the Onset of the Financial Crisis," OECD Economics Department Working Papers 1081, OECD Publishing.
  91. Marius ACATRINEI & Dan ARMEANU & Carmen Elena DOBROTA, 2018. "Natural Interest Rate for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 104-116, September.
  92. Nicolas Million, 2010. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d'intérêt réel américain," Economie & Prévision, La Documentation Française, vol. 0(1), pages 83-95.
  93. Belke, Ansgar & Klose, Jens, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers 166, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  94. Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2017. "Online Appendix for: International Evidence on Long-Run Money Demand," Working Papers 738, Federal Reserve Bank of Minneapolis.
  95. Akcay, Mustafa & Elyasiani, Elyas, 2021. "The link between the federal funds rate and banking system distress: An empirical investigation," Journal of Macroeconomics, Elsevier, vol. 67(C).
  96. Barry Eichengreen, 2020. "Keynesian economics: can it return if it never died?," Review of Keynesian Economics, Edward Elgar Publishing, vol. 8(1), pages 23-35, January.
  97. Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022. "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, vol. 124(C).
  98. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2018. "Reassessing Taylor rules using improved housing rent data," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 243-257.
  99. Alessandro Galesi & Galo Nuño & Carlos Thomas, 2017. "The natural interest rate: concept, determinants and implications for monetary policy," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue 1/2017.
  100. Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
  101. Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
  102. Belke, Ansgar & Klose, Jens, 2013. "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
  103. Jens D J Larsen & Jack McKeown, 2003. "The informational content of empirical measures of real interst rate and output gaps for the United Kingdom," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 414-442, Bank for International Settlements.
  104. Philippe Bacchetta & Kenza Benhima & Jean-Paul Renne, 2022. "Understanding Swiss real interest rates in a financially globalized world," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-17, December.
  105. Sharon Kozicki & P. A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Staff Working Papers 06-46, Bank of Canada.
  106. Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2017. "The Yellen rules," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 59-71.
  107. Gómez-Pineda, Javier G., 2020. "Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model," Economic Modelling, Elsevier, vol. 90(C), pages 331-373.
  108. Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," DEM Working Papers Series 213, University of Pavia, Department of Economics and Management.
  109. Tamim Bayoumi & Giovanni Dell'Ariccia & Karl F Habermeier & Tommaso Mancini Griffoli & Fabian Valencia, 2014. "Monetary Policy in the New Normal," IMF Staff Discussion Notes 14/3, International Monetary Fund.
  110. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
  111. Andreas Hoffmann, 2014. "Zero-interest Rate Policy and Unintended Consequences in Emerging Markets," The World Economy, Wiley Blackwell, vol. 37(10), pages 1367-1387, October.
  112. Castillo, Luis & Florián, David, 2019. "Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru," Working Papers 2019-012, Banco Central de Reserva del Perú.
  113. Castelnuovo, Efrem, 2008. "Regime shifts and the stability of backward-looking Phillips curves in open economies," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 40-53, February.
  114. Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020. "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers 2308, University of Strathclyde Business School, Department of Economics, revised Aug 2023.
  115. Michał Brzoza-Brzezina, 2002. "Estimating the Natural Rate of Interest: A SVAR Approach," NBP Working Papers 27, Narodowy Bank Polski.
  116. J. Sebastián Amador-Torres, 2018. "New Keynesian NAIRU and the Okun Law: An application for Colombia," Borradores de Economia 1034, Banco de la Republica de Colombia.
  117. Athanasios Orphanides & John C. Williams, 2007. "Inflation Targeting under Imperfect Knowledge," Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 4, pages 077-123, Central Bank of Chile.
  118. Ichiue, Hibiki & Shimizu, Yuhei, 2015. "Determinants of long-term yields: A panel data analysis of major countries," Japan and the World Economy, Elsevier, vol. 34, pages 44-55.
  119. Arto Kovanen, 2019. "Perspectives From the Past for the Federal Reserve¡¯s Monetary Policy and Communication," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 10(1), pages 31-51, January.
  120. Andrew Filardo & Jouchi Nakajima, 2018. "Effectiveness of unconventional monetary policies in a low interest rate environment," BIS Working Papers 691, Bank for International Settlements.
  121. Juan F. Jimeno, 2019. "Fewer babies and more robots: economic growth in a new era of demographic and technological changes," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(2), pages 93-114, June.
  122. Kurovskiy, Gleb, 2019. "Disentanglement of natural interest rate shocks and monetary policy shocks nexus," MPRA Paper 97547, University Library of Munich, Germany.
  123. Kurt G. Lunsford & Kenneth D. West, 2019. "Some Evidence on Secular Drivers of US Safe Real Rates," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 113-139, October.
  124. Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
  125. NAKAJIMA, Jouchi & SUDO, Nao & HOGEN, Yoshihiko & TAKIZUKA, Yasutaka, 2023. "On the estimation of the natural yield curve," Discussion Paper Series 753, Institute of Economic Research, Hitotsubashi University.
  126. Lars P Feld & Volker Wieland, 2021. "The German Federal Constitutional Court Ruling and the European Central Bank’s Strategy," Journal of Financial Regulation, Oxford University Press, vol. 7(2), pages 217-253.
  127. Belke, Ansgar & Klose, Jens, 2018. "Equilibrium Real Interest Rates, Secular Stagnation, and the Financial Cycle: Empirical Evidence for Euro-Area Member Countries," GLO Discussion Paper Series 182, Global Labor Organization (GLO).
  128. Pierre Fortin, 2016. "A Stable 4% Inflation Could Get Canadians One Half Million More Jobs," Cahiers de recherche 1604, CIRPEE.
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