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Citations for "Measuring the Natural Rate of Interest"

by Thomas Laubach & John C. Williams

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  1. Alessandro Calza & Andrea Zaghini, 2011. "Welfare costs of inflation and the circulation of US currency abroad," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 812, Bank of Italy, Economic Research and International Relations Area.
  2. 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, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 63-146.
  3. Hess Chung & Jean‐Philippe Laforte & David Reifschneider & John C. Williams, 2012. "Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44, pages 47-82, 02.
  4. Hall Pamela, 2011. "Is there any evidence of a Greenspan put?," Working Papers, Swiss National Bank 2011-06, Swiss National Bank.
  5. Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005, Society for Computational Economics 459, Society for Computational Economics.
  6. Athanasios Orphanides & John C. Williams, 2007. "Robust monetary policy with imperfect knowledge," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-33, Board of Governors of the Federal Reserve System (U.S.).
  7. Beenstock, Michael & Ilek, Alex, 2010. "Wicksell's Classical Dichotomy: Is the natural rate of interest independent of the money rate of interest?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(1), pages 366-377, March.
  8. Andrés, Javier & López-Salido, J David & Nelson, Edward, 2008. "Money and the Natural Rate of Interest: Structural Estimates for the United States and the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6812, C.E.P.R. Discussion Papers.
  9. Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers, Society for Economic Dynamics 311, Society for Economic Dynamics.
  10. 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), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 89-126, March.
  11. Ashima Goyal & Sanchit Arora, 2013. "Estimating the Indian natural interest rate and evaluating policy," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India 2013-017, Indira Gandhi Institute of Development Research, Mumbai, India.
  12. Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2012. "Output gap and Neutral interest measures for Colombia," BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA 009870, BANCO DE LA REPÚBLICA.
  13. L Christopher Plantier & Dean Scrimgeour, 2002. "Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate," Reserve Bank of New Zealand Discussion Paper Series DP2002/06, Reserve Bank of New Zealand.
  14. Jan-Egbert Sturm & Timo Wollmershäuser, 2008. "The Stress of Having a Single Monetary Policy in Europe," CESifo Working Paper Series, CESifo Group Munich 2251, CESifo Group Munich.
  15. Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation," MPRA Paper 34461, University Library of Munich, Germany, revised Sep 2011.
  16. Jean-Stéphane MESONNIER, 2007. "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 102, Money Macro and Finance Research Group.
  17. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007. "Natural rate measures in an estimated DSGE model of the U.S. economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-08, Board of Governors of the Federal Reserve System (U.S.).
  18. Kühn Stefan & Muysken Joan, 2009. "Why inflation targeting central banks seem to follow a standard Taylor rule," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) 058, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  19. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
  20. Mésonnier, J-S., 2006. "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers, Banque de France 157, Banque de France.
  21. Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah, 2005. "Estimating the natural interest rate for the euro area and Luxembourg," BCL working papers, Central Bank of Luxembourg 15, Central Bank of Luxembourg.
  22. 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, Money Macro and Finance Research Group 42, Money Macro and Finance Research Group.
  23. Orphanides, Athanasios & Williams, John C., 2003. "Imperfect knowledge, inflation expectations, and monetary policy," CFS Working Paper Series, Center for Financial Studies (CFS) 2003/40, Center for Financial Studies (CFS).
  24. John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 1-16.
  25. Jens Klose, 2012. "Political business cycles and monetary policy revisited–an application of a two-dimensional asymmetric Taylor reaction function," International Economics and Economic Policy, Springer, Springer, vol. 9(3), pages 265-295, September.
  26. Andrew Ang & Geert Bekaert & Min Wei, 2008. "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, American Finance Association, American Finance Association, vol. 63(2), pages 797-849, 04.
  27. Sharon Kozicki & P.A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Working Papers, Bank of Canada 06-46, Bank of Canada.
  28. Garnier, Julien & Wilhelmsen, Bjørn-Roger, 2005. "The natural real interest rate and the output gap in the euro area: a joint estimation," Working Paper Series, European Central Bank 0546, European Central Bank.
  29. John C. Williams, 2009. "Heeding Daedalus: Optimal inflation and the zero lower bound," Working Paper Series, Federal Reserve Bank of San Francisco 2009-23, Federal Reserve Bank of San Francisco.
  30. Hoffmann, Mathias & Krause, Michael & Laubach, Thomas, 2011. "Long-run growth expectations and 'global imbalances'," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2011,01, Deutsche Bundesbank, Research Centre.
  31. Castelnuovo, Efrem, 2008. "Regime shifts and the stability of backward-looking Phillips curves in open economies," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(1), pages 40-53, February.
  32. Lindblad, Hans & Sellin, Peter, 2003. "The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 152, Sveriges Riksbank (Central Bank of Sweden).
  33. Hans DEWACHTER & Leonardo IANIA, 2009. "An extended macro-finance model with financial factors," Center for Economic Studies - Discussion papers, Katholieke Universiteit Leuven, Centrum voor Economische Studiën ces09.19, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  34. Bharat Trehan & Tao Wu, 2004. "Time varying equilibrium real rates and monetary policy analysis," Working Paper Series, Federal Reserve Bank of San Francisco 2004-10, Federal Reserve Bank of San Francisco.
  35. Krause, Michael & Hoffmann, Mathias & Laubach, Thomas, 2013. "The Expectations-Driven U.S. Current Account," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association 79854, Verein für Socialpolitik / German Economic Association.
  36. Roman Horvath, 2007. "The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?," Working Papers, Czech National Bank, Research Department 2007/4, Czech National Bank, Research Department.
  37. Reynard, Samuel, 2007. "Maintaining low inflation: Money, interest rates, and policy stance," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(5), pages 1441-1471, July.
  38. Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1218, DIW Berlin, German Institute for Economic Research.
  39. Moretti, Laura, 2014. "Monetary policy, long real yields and the financial crisis," CFS Working Paper Series, Center for Financial Studies (CFS) 457, Center for Financial Studies (CFS).
  40. Guido Ascari & Argia M. Sbordone, 2013. "The macroeconomics of trend inflation," Staff Reports, Federal Reserve Bank of New York 628, Federal Reserve Bank of New York.
  41. Million, N., 2008. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain," Working papers, Banque de France 201, Banque de France.
  42. Benati, Luca, 2006. "Drift and Breaks in Labour Productivity," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5801, C.E.P.R. Discussion Papers.
  43. Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005. "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 04/05, School of Economics and Business Administration, University of Navarra.
  44. Bank for International Settlements, 2003. "Monetary policy in a changing environment," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 19, 8.
  45. Julien Garnier & Bjørn-Roger Wilhelmsen, 2009. "The natural rate of interest and the output gap in the euro area: a joint estimation," Empirical Economics, Springer, Springer, vol. 36(2), pages 297-319, May.
  46. 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.
  47. Klose, Jens, 2011. "Asymmetric Taylor reaction functions of the ECB: An approach depending on the state of the economy," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 22(2), pages 149-163, August.
  48. Celine Gauthier & Virginie Traclet, 2004. "Do Domestic Macroeconomic Factors Play a Role in Determining Long-Term Nominal Interest Rates? Application in the Case of a Small Open-Economy," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 90, Money Macro and Finance Research Group.
  49. John C. Williams, 2003. "The natural rate of interest," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue oct31.
  50. Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010. "Estimations of the natural rate of interest in Colombia," BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA 007667, BANCO DE LA REPÚBLICA.
  51. Athanasios Orphanides & John C. Williams, 2006. "Inflation Targeting Under Imperfect Knowledge," Working Papers Central Bank of Chile, Central Bank of Chile 398, Central Bank of Chile.
  52. Susanto Basu & John G. Fernald, 2009. "What do we know (and not know) about potential output?," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jul, pages 187-214.
  53. Edge, Rochelle M. & Laubach, Thomas & Williams, John C., 2007. "Learning and shifts in long-run productivity growth," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(8), pages 2421-2438, November.
  54. Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper, Norges Bank 2007/10, Norges Bank.
  55. Sharon Kozicki & Peter Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper, Federal Reserve Bank of Kansas City RWP 05-03, Federal Reserve Bank of Kansas City.
  56. Santos, Rui, 2011. "A Disequilibrium Model Of The Interest Rate," Working Papers 36/2014, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), revised 10 Mar 2014.
  57. Farmer, Roger E A, 2000. "Natural Rate Doubts," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2426, C.E.P.R. Discussion Papers.
  58. Patrick Lünnemann & Abdelaziz Rouabah, 2003. "Règle de Taylor: estimation et interprétation pour la zone euro et pour le Luxembourg," BCL working papers, Central Bank of Luxembourg 9, Central Bank of Luxembourg.
  59. Mitsuru Iwamura & Takeshi Kudo & Tsutomu Watanabe, 2005. "Monetary and Fiscal Policy in a Liquidity Trap: The Japanese Experience 1999-2004," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 05009, Research Institute of Economy, Trade and Industry (RIETI).
  60. Humala, Alberto & Rodríguez, Gabriel, 2009. "Estimation of a Time Varying Natural Interest Rate for Peru," Working Papers, Banco Central de Reserva del Perú 2009-009, Banco Central de Reserva del Perú.
  61. Lemke, Wolfgang, 2008. "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 19(1), pages 41-69, March.
  62. Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2011. "Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics 2011,10, Christian-Albrechts-University of Kiel, Department of Economics.
  63. Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer, Springer, vol. 31(2), pages 185-204, June.
  64. Michał Brzoza-Brzezina, 2002. "Estimating the Natural Rate of Interest: A SVAR Approach," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 27, National Bank of Poland, Economic Institute.
  65. Ronny Mazzocchi, 2013. "Investment-Saving Imbalances with Endogenous Capital Stock," DEM Discussion Papers, Department of Economics and Management 2013/14, Department of Economics and Management.
  66. Giancarlo Corsetti & Michael P. Devereux & John Hassler & Tim Jenkinson & Gilles Saint-Paul & Hans-Werner Sinn & Jan-Egbert Sturm & Xavier Vives, 2009. "Chapter 1: The European Economy: Macroeconomic Outlook and Policy," EEAG Report on the European Economy, CESifo Group Munich, CESifo Group Munich, vol. 0, pages 11-57, 02.
  67. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics, EconWPA 0512018, EconWPA, revised 04 Feb 2006.
  68. Mitsuru Iwamura & Takeshi Kudo & Tsutomu Watanabe, 2005. "Monetary and fiscal policy in a liquidity trap: the Japanese experience 1999-2004," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco.
  69. Amit Kara & Edward Nelson, 2004. "International Evidence on the Stability of the Optimizing IS Equation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 66(s1), pages 687-712, 09.
  70. Glenn Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Mar.
  71. Ricardo Gimeno & José Manuel Marqués, 2009. "Extraction of financial market expectations about inflation and interest rates from a liquid market," Banco de Espa�a Working Papers, Banco de Espa�a 0906, Banco de Espa�a.
  72. Ronny Mazzocchi, 2013. "Intertemporal Coordination Failure and Monetary Policy," DEM Discussion Papers, Department of Economics and Management 2013/15, Department of Economics and Management.
  73. Daniel Leigh, 2005. "Estimating the Revealed Inflation Target: An Application to U.S. Monetary Policy," Computing in Economics and Finance 2005, Society for Computational Economics 177, Society for Computational Economics.
  74. Magdalena Radulescu & Marinela Tanascovici, 2012. "Profitability of the CEE Banking Systems During the Crisis Period," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, University of Petrosani, Romania, vol. 12(1), pages 274-291.
  75. Suzan Hol, 2006. "Determinants of long-term interest rates in the Scandinavian countries," Discussion Papers, Research Department of Statistics Norway 469, Research Department of Statistics Norway.
  76. Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro risk premium and intermediary balance sheet quantities," Staff Reports, Federal Reserve Bank of New York 428, Federal Reserve Bank of New York.
  77. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics, EconWPA 0512019, EconWPA, revised 04 Feb 2006.
  78. Sharon Kozicki, 2004. "How do data revisions affect the evaluation and conduct of monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, issue Q I, pages 5-38.
  79. Clark, Todd E. & Kozicki, Sharon, 2005. "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 16(3), pages 395-413, December.
  80. Paulo Chananeco F. de Barcellos Neto & Marcelo Savino Portugal, 2006. "The Natural Rate Of Interest In Brazil Between 1999 And 2005," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 84, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  81. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(5), pages 1060-1075.
  82. Taboga, Marco, 2009. "Macro-finance VARs and bond risk premia: A caveat," Review of Financial Economics, Elsevier, Elsevier, vol. 18(4), pages 163-171, October.
  83. Arturo Estrella & Tobias Adrian, 2009. "Monetary tightening cycles and the predictability of economic activity," Staff Reports, Federal Reserve Bank of New York 397, Federal Reserve Bank of New York.
  84. Athanasios Orphanides & John C. Williams, 2008. "Imperfect Knowledge And The Pitfalls Of Optimal Control Monetary Policy," Working Papers Central Bank of Chile, Central Bank of Chile 499, Central Bank of Chile.
  85. Alan S. Blinder & Ricardo Reis, 2005. "Understanding the Greenspan standard," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, issue Aug, pages 11-96.
  86. Alessandro Calza & Andrea Zaghini, 2011. "Sectoral money demand and the great disinflation in the US," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 785, Bank of Italy, Economic Research and International Relations Area.
  87. John V. Duca & Tao Wu, 2008. "Regulation and the neo-Wicksellian approach to monetary policy," Working Papers, Federal Reserve Bank of Dallas 0807, Federal Reserve Bank of Dallas.
  88. Athanasios Orphanides, 2010. "Monetary Policy Lessons from the Crisis," Working Papers, Central Bank of Cyprus 2010-1, Central Bank of Cyprus.
  89. Michal Brzoza-Brzezina, 2004. "The Information Content of the Natural Rate of Interest: The Case of Poland," Macroeconomics, EconWPA 0402007, EconWPA.
  90. Berger, Tino & Kempa, Bernd, 2014. "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, Elsevier, vol. 39(PA), pages 203-214.
  91. Matthew Greenwood-Nimmo & Youngcheol Shin, 2011. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," Working Papers, Madras School of Economics,Chennai,India 2011-057, Madras School of Economics,Chennai,India.
  92. Andersson, Fredrik N. G., 2008. "Long Run Inflation Indicators – Why the ECB got it Right," Working Papers, Lund University, Department of Economics 2008:17, Lund University, Department of Economics.
  93. John C. Williams & Andrew T. Levin, 2003. "Robust Monetary Policy with Competing Reference Models," Computing in Economics and Finance 2003, Society for Computational Economics 291, Society for Computational Economics.
  94. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand.
  95. Cizkowicz, Piotr & Rzonca, Andrzej, 2011. "Interest rates close to zero, post-crisis restructuring and natural interest rate," MPRA Paper 36989, University Library of Munich, Germany.
  96. Williams, John C., 2013. "A defense of moderation in monetary policy," Journal of Macroeconomics, Elsevier, Elsevier, vol. 38(PB), pages 137-150.
  97. Prakash Kannan, 2008. "Perspectiveson High Real Interest Rates in Turkey," IMF Working Papers, International Monetary Fund 08/251, International Monetary Fund.
  98. Alfonso Palacio-Vera, 2006. "On Lower-bound Traps: A Framework for the Analysis of Monetary Policy in the ÒAgeÓ of Central Banks," Economics Working Paper Archive, Levy Economics Institute wp_478, Levy Economics Institute.
  99. Anthony Carilli & Gregory Dempster, 2008. "Is the Austrian business cycle theory still relevant?," The Review of Austrian Economics, Springer, Springer, vol. 21(4), pages 271-281, December.
  100. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, . "La Tasa de Interés Natural en Colombia," Borradores de Economia, Banco de la Republica de Colombia 412, Banco de la Republica de Colombia.
  101. Brooks, Robert & Harris, Mark & Spencer, Christopher, 2007. "An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data," MPRA Paper 8509, University Library of Munich, Germany.
  102. Klaus Schmidt-Hebbel D. & Carl E. Walsh., 2008. "Monetary Policy Under Uncertainty and Learning: An Overview," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, Central Bank of Chile, vol. 11(3), pages 5-19, December.
  103. Richard Dennis, 2008. "The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 2008-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  104. Nils Björksten & Özer Karagedikli, 2003. "Neutral real interest rates revisited," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, Reserve Bank of New Zealand, vol. 66, pages 11, September.
  105. Christian Bustamante & Luis E. Rojas, 2012. "Constant-Interest-Rate Projections and Its Indicator Properties," Borradores de Economia, Banco de la Republica de Colombia 696, Banco de la Republica de Colombia.
  106. Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers, Banque de France 115, Banque de France.
  107. Rautureau, Nicolas, 2004. "Measuring the long-term perception of monetary policy and the term structure," Research Discussion Papers, Bank of Finland 12/2004, Bank of Finland.
  108. repec:cml:incocp:1-05 is not listed on IDEAS
  109. Helge Berger & Henning Weber, 2012. "Money As Indicator for the Natural Rate of Interest," IMF Working Papers, International Monetary Fund 12/6, International Monetary Fund.
  110. Tomás Slacík, 2008. "(How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate," FIW Working Paper series, FIW 018, FIW.
  111. Alejandro Justiniano & Giorgio E. Primiceri, 2010. "Measuring the equilibrium real interest rate," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Q I, pages 14-27.
  112. Daniel Leigh, 2009. "Monetary Policy and the Lost Decade," IMF Working Papers, International Monetary Fund 09/232, International Monetary Fund.
  113. Michał Brzoza-Brzezina & Jacek Kotłowski, 2012. "Measuring the natural yield curve," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 108, National Bank of Poland, Economic Institute.
  114. Lee , Jim & Crowley, Patrick M, 2009. "Evaluating the stresses from ECB monetary policy in the euro area," Research Discussion Papers, Bank of Finland 11/2009, Bank of Finland.
  115. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  116. repec:cml:incocp:1-01 is not listed on IDEAS
  117. Andreas Hoffmann, 2014. "Zero-Interest Rate Policy and Unintended Consequences in Emerging Markets," ICER Working Papers, ICER - International Centre for Economic Research 02-2014, ICER - International Centre for Economic Research.
  118. Andrea Tambalotti & Andrea Ferrero & Vasco Curdia, 2010. "Evaluating Interest Rate Rules in an Estimated DSGE Model," 2010 Meeting Papers, Society for Economic Dynamics 402, Society for Economic Dynamics.
  119. Tambakis, Demosthenes N., 2014. "On the risk of long-run deflation," Economics Letters, Elsevier, Elsevier, vol. 122(2), pages 176-181.
  120. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers, Virginia Polytechnic Institute and State University, Department of Economics e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
  121. Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany.
  122. 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, Society for Economic Dynamics 990, Society for Economic Dynamics.
  123. Ray Fair, 2005. "Natural Concepts in Macroeconomics," Yale School of Management Working Papers, Yale School of Management amz2527, Yale School of Management, revised 01 Jul 2005.
  124. Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006. "Measuring the Natural Interest Rate for the Peruvian Economy," Working Papers, Banco Central de Reserva del Perú 2006-003, Banco Central de Reserva del Perú.
  125. Orphanides, Athanasios, 2003. "Historical monetary policy analysis and the Taylor rule," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(5), pages 983-1022, July.
  126. Rochelle Edge & Thomas Laubach, 2004. "Learning and Shifts in Long-Run Growth," Computing in Economics and Finance 2004, Society for Computational Economics 123, Society for Computational Economics.
  127. Rafael Cavalcanti De Araújo & Cleomar Gomes Da Silva, 2014. "The Neutral Interest Rate And The Stance Of Monetary Policy In Brazil," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gra 051, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  128. Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series, European Central Bank 0794, European Central Bank.
  129. Daniel Leigh, 2004. "Monetary Policy and the Dangers of Deflation:Lessons from Japan," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 511, The Johns Hopkins University,Department of Economics.
  130. Quint, Dominic, 2014. "Is it really more dispersed? Measuring and comparing the stress from the common monetary policy in the euro area," Discussion Papers, Free University Berlin, School of Business & Economics 2014/13, Free University Berlin, School of Business & Economics.
  131. Mitsuru Iwamara & Takeshi Kudo & Tsutomu Watanabe, 2005. "Monetary and Fiscal Policy in a Liquidity Trap: The Japanese Experience 1999-2004," NBER Working Papers 11151, National Bureau of Economic Research, Inc.
  132. Alexius, Annika & Welz, Peter, 2006. "Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?," Working Paper Series, Uppsala University, Department of Economics 2006:20, Uppsala University, Department of Economics.
  133. Ralf Fendel, 2004. "Perspektiven und Grenzen der Verwendung geldpolitischer Regeln," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 5(2), pages 169-192, 05.
  134. Kühn, Stefan & Muysken, Joan, 2012. "Why inflation targeting central banks seem to follow a standard Taylor rule," Economics Letters, Elsevier, Elsevier, vol. 115(1), pages 28-30.
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