The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges
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DOI: 10.17016/FEDS.2019.076
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Other versions of this item:
- Michael T. Kiley, 2020. "The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges," Annual Review of Financial Economics, Annual Reviews, vol. 12(1), pages 305-326, December.
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Cited by:
- Matteo Cacciatore & Bruno Feunou & Galip Kemal Ozhan, 2024. "The Neutral Interest Rate: Past, Present and Future," Discussion Papers 2024-03, Bank of Canada.
- Guizhou Wang & Kjell Hausken, 2022. "A Generalized Interest Rates Model with Scaling," International Journal of Economics and Financial Issues, Econjournals, vol. 12(5), pages 143-150, September.
- Kristin Forbes & Jongrim Ha & M. Ayhan Kose, 2024.
"Rate Cycles,"
Koç University-TUSIAD Economic Research Forum Working Papers
2402, Koc University-TUSIAD Economic Research Forum.
- Forbes, Kristin & Ha, Jongrim & Kose, M. Ayhan, 2024. "Rate Cycles," CEPR Discussion Papers 19272, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Ha, Jongrim & Kose, M. Ayhan, 2024. "Rate Cycles," MPRA Paper 121791, University Library of Munich, Germany.
- Forbes,Kristin & Jongrim Ha & Ayhan Kose, 2024. "Rate Cycles," Policy Research Working Paper Series 10876, The World Bank.
- Kristin Forbes & Jongrim Ha & M. Ayhan Kose, 2024. "Rate Cycles," CAMA Working Papers 2024-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fernandez-Gallardo, Alvaro, 2023. "Preventing financial disasters: Macroprudential policy and financial crises," European Economic Review, Elsevier, vol. 151(C).
- 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.
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
- Marcin Bielecki & Michał Brzoza-Brzezina & Aneta Błażejowska & Kamila Kuziemska-Pawlak & Grzegorz Szafrański, 2024.
"Estimates and Projections of the Natural Rate of Interest for Poland and the Euro Area,"
Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 1-32.
- Marcin Bielecki & Aneta Błażejowska & Michał Brzoza-Brzezina & Kamila Kuziemska-Pawlak & Grzegorz Szafrański, 2023. "Estimates and projections of the natural rate of interest for Poland and the euro area," NBP Working Papers 364, Narodowy Bank Polski.
- Thiago Revil T. Ferreira & Samer Shousha, 2021. "Supply of Sovereign Safe Assets and Global Interest Rates," International Finance Discussion Papers 1315, Board of Governors of the Federal Reserve System (U.S.).
- Michael T. Kiley, 2024. "Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time," Finance and Economics Discussion Series 2024-054, Board of Governors of the Federal Reserve System (U.S.).
- Ferreira, Thiago R.T. & Shousha, Samer, 2023. "Determinants of global neutral interest rates," Journal of International Economics, Elsevier, vol. 145(C).
- Lansing, Kevin J., 2021.
"Endogenous forecast switching near the zero lower bound,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 153-169.
- Kevin J. Lansing, 2019. "Endogenous Forecast Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.
- Cesa-Bianchi, Ambrogio & Harrison, Richard & Sajedi, Rana, 2022. "Decomposing the drivers of Global R," Bank of England working papers 990, Bank of England.
- Michael T. Kiley & Frederic S. Mishkin, 2024.
"Central Banking Post Crises,"
Finance and Economics Discussion Series
2024-035, Board of Governors of the Federal Reserve System (U.S.).
- Michael Kiley & Frederic S. Mishkin, 2024. "Central Banking Post Crises," NBER Working Papers 32237, National Bureau of Economic Research, Inc.
- Michael T. Kiley, 2024. "Monetary Policy Strategies to Foster Price Stability and a Strong Labor Market," Finance and Economics Discussion Series 2024-033, Board of Governors of the Federal Reserve System (U.S.).
- Goto, Eiji, 2023. "International comovement of r∗: A case study of the G7 countries," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Michael T. Kiley, 2020. "Financial Conditions and Economic Activity: Insights from Machine Learning," Finance and Economics Discussion Series 2020-095, Board of Governors of the Federal Reserve System (U.S.).
More about this item
Keywords
Global Factors; Natural Rate; World Interest Rate;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-11-18 (Macroeconomics)
- NEP-OPM-2019-11-18 (Open Economy Macroeconomics)
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