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Searching for the natural rate of interest: a euro area perspective
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Cited by:
- 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.
- Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers 142, Netherlands Central Bank, Research Department.
- Ronny Mazzocchi, 2013. "Scope and Flaws of the New Neoclassical Synthesis," DEM Discussion Papers 2013/13, Department of Economics and Management.
- 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.
- Belke, Ansgar & Klose, Jens, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 343, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," ROME Working Papers 201203, ROME Network.
- 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 1218, DIW Berlin, German Institute for Economic Research.
- 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.
- 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.
- 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.
- repec:onb:oenbwp:y::i:89:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:114:b:1 is not listed on IDEAS
- Philip Arestis & Georgios E Chortareas, 2008. "Atheoretical and Theory-Based Approaches to the Natural Equilibrium Real Interest Rate," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 34(3), pages 390-405.
- Julien Garnier & Bjørn-Roger Wilhelmsen, 2005.
"The natural real interest rate and the output gap in the euro area: A joint estimation,"
Working Paper
2005/14, Norges Bank.
- 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.
- repec:onb:oenbwp:y::i:130:b:1 is not listed on IDEAS
- Kleczka, Mitja, 2015. "Monetary Policy, Fiscal Policy, and Secular Stagnation at the Zero Lower Bound. A View on the Eurozone," MPRA Paper 67228, University Library of Munich, Germany.
- repec:onb:oenbwp:y::i:109:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:121:b:1 is not listed on IDEAS
- Michał Brzoza-Brzezina & Jacek Kotłowski, 2014.
"Measuring the natural yield curve,"
Applied Economics, Taylor & Francis Journals, vol. 46(17), pages 2052-2065, June.
- Michał Brzoza-Brzezina & Jacek Kotłowski, 2012. "Measuring the natural yield curve," NBP Working Papers 108, Narodowy Bank Polski.
- Jacek Kotłowski & Michał Brzoza-Brzezina, 2012. "Measuring the Natural Yield Curve," EcoMod2012 4197, EcoMod.
- repec:onb:oenbwp:y::i:96:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:94:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:113:b:1 is not listed on IDEAS
- Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018. "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers 2018-22, Banco de México.
- repec:onb:oenbwp:y::i:128:b:1 is not listed on IDEAS
- 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, vol. 9(3), pages 265-295, September.
- Klose, Jens, 2011. "Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function," Ruhr Economic Papers 286, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- repec:onb:oenbwp:y::i:119:b:1 is not listed on IDEAS
- Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006. "Measuring the Natural Interest Rate for the Peruvian Economy," Working Papers 2006-003, Banco Central de Reserva del Perú.
- Hans Genberg, 2006.
"Exchange-rate arrangements and financial integration in East Asia: on a collision course?,"
International Economics and Economic Policy, Springer, vol. 3(3), pages 359-377, December.
- Hans Genberg, 2006. "Exchange-Rate Arrangements and Financial Integration in East Asia: On a Collision Course?," Working Papers 152006, Hong Kong Institute for Monetary Research.
- Hans Genberg, 2006. "Exchange-Rate Arrangements an Financial Integration in East Asia: On a Collision Course?," Working Papers 122, Oesterreichische Nationalbank (Austrian Central Bank).
- Hans Genberg, 2006. "Exchange-Rate Arrangements and Financial Integration in East Asia: On a Collision Course?," Working Papers 41, Bank of Greece.
- repec:onb:oenbwp:y::i:123:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:120:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:122:b:1 is not listed on IDEAS
- Roman Horváth, 2007. "Estimating Time-Varying Policy Neutral Rate in Real Time," Working Papers IES 2007/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
- 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.
- Enrico S. Levrero, 2019. "Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment," Working Papers Series 88, Institute for New Economic Thinking.
- Humala, Alberto & Rodríguez, Gabriel, 2009.
"Estimation of a Time Varying Natural Interest Rate for Peru,"
Working Papers
2009-009, Banco Central de Reserva del Perú.
- Alberto Humala & Gabriel Rodríguez, 2011. "Estimation Of A Time Varying Natural Interest Rate For Peru," Documentos de Trabajo / Working Papers 2011-316, Departamento de Economía - Pontificia Universidad Católica del Perú.
- repec:onb:oenbwp:y::i:103:b:1 is not listed on IDEAS
- repec:zbw:rwirep:0343 is not listed on IDEAS
- Ansgar Belke & Jens Klose, 2009.
"Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data,"
Discussion Papers of DIW Berlin
917, DIW Berlin, German Institute for Economic Research.
- Belke, Ansgar & Klose, Jens, 2009. "Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data," Ruhr Economic Papers 133, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Philip Arestis & Georgios Chortareas, 2007. "Natural equilibrium real interest rate estimates and monetary policy design," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 29(4), pages 621-643.
- Bruno Ducoudre, 2008. "Structure par terme des taux d’intérêt et anticipations de la politique économique," Sciences Po publications info:hdl:2441/5221, Sciences Po.
- Axel A. Weber & Wolfgang Lemke & Andreas Worms, 2008. "How useful is the concept of the natural real rate of interest for monetary policy?," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 32(1), pages 49-63, January.
- Ansgar Belke & Jens Klose, 2011. "Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts," Economic Analysis and Policy, Elsevier, vol. 41(2), pages 147-171, September.
- repec:hal:spmain:info:hdl:2441/5221 is not listed on IDEAS
- Jens Klose, 2011. "Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function," Ruhr Economic Papers 0286, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- repec:onb:oenbwp:y::i:118:b:1 is not listed on IDEAS
- repec:zbw:rwirep:0286 is not listed on IDEAS
- Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers 115, Banque de France.
- repec:onb:oenbwp:y::i:104:b:1 is not listed on IDEAS
- Roman Horv??th, 2006.
"Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic,"
William Davidson Institute Working Papers Series
wp848, William Davidson Institute at the University of Michigan.
- Horvath, Roman, 2006. "Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic," MPRA Paper 845, University Library of Munich, Germany.
- repec:onb:oenbwp:y::i:110:b:1 is not listed on IDEAS
- 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 102, Money Macro and Finance Research Group.
- repec:onb:oenbwp:y::i:127:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:92:b:1 is not listed on IDEAS
- Horváth, Roman, 2009.
"The time-varying policy neutral rate in real-time: A predictor for future inflation?,"
Economic Modelling, Elsevier, vol. 26(1), pages 71-81, January.
- Roman Horvath, 2007. "The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?," Working Papers 2007/4, Czech National Bank.
- Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2018.
"The natural yield curve: its concept and measurement,"
Empirical Economics, Springer, vol. 55(2), pages 551-572, September.
- 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.
- repec:onb:oenbwp:y::i:125:b:1 is not listed on IDEAS
- 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 157, Banque de France.
- repec:onb:oenbwp:y::i:112:b:1 is not listed on IDEAS
- Sven Arndt, 2006.
"Regional currency arrangements in North America,"
International Economics and Economic Policy, Springer, vol. 3(3), pages 265-280, December.
- Sven W. Arndt, 2006. "Regional Currency Arrangements in North America," Working Papers 40, Bank of Greece.
- Sven Arndt, 2006. "Regional Currency Arrangements in North America," Working Papers 121, Oesterreichische Nationalbank (Austrian Central Bank).
- Ansgar Belke & Jens Klose, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers 0166, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Ansgar Belke & Jens Klose, 2010.
"(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis,"
Discussion Papers of DIW Berlin
972, DIW Berlin, German Institute for Economic Research.
- 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.
- Jesús Cuaresma & Ernest Gnan, 2007. "The natural rate of interest: which concept? which estimation method? which policy conclusions?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 29(4), pages 667-688.
- 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, vol. 36(2), pages 297-319, May.
- repec:onb:oenbwp:y::i:111:b:1 is not listed on IDEAS
- repec:onb:oenbwp:y::i:106:b:1 is not listed on IDEAS
- Christian Bustamante & Luis E. Rojas, 2012.
"Constant-Interest-Rate Projections and Its Indicator Properties,"
Borradores de Economia
9383, Banco de la Republica.
- Christian Bustamante & Luis E. Rojas, 2012. "Constant-Interest-Rate Projections and Its Indicator Properties," Borradores de Economia 696, Banco de la Republica de Colombia.
- repec:zbw:rwirep:0166 is not listed on IDEAS
- repec:onb:oenbwp:y::i:124:b:1 is not listed on IDEAS
- Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 0343, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Olmos, Lorena & Sanso Frago, Marcos, 2014. "Non-linear effects of the U.S. Monetary Policy in the Long Run," MPRA Paper 57770, University Library of Munich, Germany.