Estimating the Natural Rate of Interest: A SVAR Approach
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- Michal Brzoza-Brzezina, 2003. "Estimating the Natural Rate of Interest: A SVAR Approach," Macroeconomics 0301008, EconWPA.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Michal Brzoza-Brzezina, 2004. "The Information Content of the Natural Rate of Interest: The Case of Poland," Macroeconomics 0402007, EconWPA.
- Torój, Andrzej, 2010. "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers 4, Ministry of Finance in Poland, revised 11 May 2010.
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"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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- Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015. "The natural yield curve: its concept and measurement," Bank of Japan Working Paper Series 15-E-5, Bank of Japan.
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- repec:rce:rvceco:31746 is not listed on IDEAS
- Michał Brzoza-Brzezina, 2006. "The information content of the neutral rate of interest," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 14(2), pages 391-412, April.
- Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers 86, Narodowy Bank Polski, Economic Research Department.
- 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 41st Brazilian Economics Meeting] 051, ANPEC - AssociaÃ§Ã£o Nacional dos Centros de PÃ³s-GraduaÃ§Ã£o em Economia [Brazilian Association of Graduate Programs in Economics].
More about this item
Keywordsnatural rate of interest; interest rate gap; monetary policy; SVAR;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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