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The natural real interest rate and monetary policy: a review

Citations

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Cited by:

  1. Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
  2. 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.
  3. Mr. Andrea Pescatori & Mr. Jarkko Turunen, 2015. "Lower for Longer: Neutral Rates in the United States," IMF Working Papers 2015/135, International Monetary Fund.
  4. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
  5. Machado, Vicente da Gama & Portugal, Marcelo Savino, 2014. "Measuring inflation persistence in Brazil using a multivariate model," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(2), June.
  6. Melissa van Rensburg, 2023. "Long-run trends in New Zealand’s real neutral interest rate," Treasury Analytical Notes Series an23/05, New Zealand Treasury.
  7. Andrey Sinyakov & Alexey Porshakov, 2019. "Estimates of the Natural Rate of Interest for Russia: Is 'Navigating by the Stars' Useful?," Russian Journal of Money and Finance, Bank of Russia, vol. 78(4), pages 3-47, December.
  8. repec:hal:spmain:info:hdl:2441/6156 is not listed on IDEAS
  9. Rodrigo Fuentes & Fabián Gredig, 2007. "Estimating the Chilean Natural Rate of Interest," Working Papers Central Bank of Chile 448, Central Bank of Chile.
  10. Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The rise and fall of the natural interest rate," Working Papers 1822, Banco de España.
  11. Christophe Blot & Grégory Levieuge, 2008. "Are MCIs Good Indicators of Economic Activity ? Evidence from the G7 Countries," Working Papers hal-00973056, HAL.
  12. Nicolas Million, 2010. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d’intérêt réel américain," Économie et Prévision, Programme National Persée, vol. 192(1), pages 83-95.
  13. 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.
  14. 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.
  15. Hongjin Li & Naifang Su, 2020. "Financial Factors, Openness and the Natural Interest Rate in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 28(4), pages 76-100, July.
  16. Neri, Stefano & Gerali, Andrea, 2019. "Natural rates across the Atlantic," Journal of Macroeconomics, Elsevier, vol. 62(C).
  17. repec:ecb:ecbops:2010161 is not listed on IDEAS
  18. 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.
  19. repec:hal:wpspec:info:hdl:2441/6156 is not listed on IDEAS
  20. Fethi Oğunc & Inci Batmaz, 2009. "Estimating the neutral real interest rate in an emerging market economy," Applied Economics, Taylor & Francis Journals, vol. 43(6), pages 683-693.
  21. repec:hal:spmain:info:hdl:2441/5221 is not listed on IDEAS
  22. Horvath, Roman, 2006. "Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic," MPRA Paper 845, University Library of Munich, Germany.
  23. Fernando de Holanda Barbosa, 2011. "The Natural Rate of Interest in a Small Open Economy," Working Papers 05-2011, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
  24. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
  25. 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.
  26. Fu, Buben & Wang, Bin, 2024. "Demographic change and natural interest rate of China," Finance Research Letters, Elsevier, vol. 59(C).
  27. 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.
  28. 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.
  29. Dmitry Kreptsev & Alexey Porshakov & Sergey Seleznev & Andrey Sinyakov, 2016. "The equilibrium interest rate: a measurement for Russia," Bank of Russia Working Paper Series wps13, Bank of Russia.
  30. Christophe Blot & Grégory Levieuge, 2008. "Are MCls Good Indicators of Countries Economic Activity ? Evidence from the G7 Countries," Post-Print halshs-00258303, HAL.
  31. Rodrigo Fuentes S & Fabián Gredig U., 2008. "The Neutral Interest Rate: Estimates for Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(2), pages 47-58, August.
  32. Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2021. "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Management Science, INFORMS, vol. 67(12), pages 7888-7911, December.
  33. Mr. Roberto Perrelli & Mr. Shaun K. Roache, 2014. "Time-Varying Neutral Interest Rate—The Case of Brazil," IMF Working Papers 2014/084, International Monetary Fund.
  34. Ansgar Belke & Thorsten Polleit & Wim Kösters & Martin Leschke, 2006. "Money matters for inflation in the euro area," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 279/2006, Department of Economics, University of Hohenheim, Germany.
  35. repec:fgv:epgrbe:v:68:n:2:a:4 is not listed on IDEAS
  36. repec:spo:wpmain:info:hdl:2441/6156 is not listed on IDEAS
  37. 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.
  38. repec:spo:wpecon:info:hdl:2441/6156 is not listed on IDEAS
  39. Vincent Bouvatier & Antonia Lopez-Villavicencio & Valérie Mignon, 2010. "On the Link Between Credit Procyclicality and Bank Competition," Working Papers 2010-25, CEPII research center.
  40. Alberto Ronchi Neto & Osvaldo Candido, 2020. "Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework," Empirical Economics, Springer, vol. 58(2), pages 651-667, February.
  41. repec:spo:wpmain:info:hdl:2441/5221 is not listed on IDEAS
  42. 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.
  43. Seip, Knut L. & McNown, Robert, 2013. "Monetary policy and stability during six periods in US economic history: 1959–2008: a novel, nonlinear monetary policy rule," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 307-325.
  44. 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 - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  45. 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.
  46. Bindseil, Ulrich & Domnick, Clemens & Zeuner, Jörg, 2015. "Critique of accommodating central bank policies and the 'expropriation of the saver' - A review," Occasional Paper Series 161, European Central Bank.
  47. Andrea Pescatori & Jarkko Turunen, 2016. "Lower for Longer: Neutral Rate in the U.S," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 708-731, November.
  48. Dmitry Chervyakov & Philipp König, 2017. "The Natural Rate of Interest II: Empirical Overview," DIW Roundup: Politik im Fokus 109, DIW Berlin, German Institute for Economic Research.
  49. Marc Lavoie & Mario Seccareccia, 2019. "Macroeconomics and natural rates: some reflections on Pasinetti’s fair rate of interest," Bulletin of Political Economy, Bulletin of Political Economy, vol. 13(2), pages 139-165, December.
  50. Yunlu He & Bin Wang, 2024. "The natural rate of interest of Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 29(1), pages 44-54, February.
  51. Wang, Bin & Kwan, Yum K., 2021. "Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective," Journal of International Money and Finance, Elsevier, vol. 112(C).
  52. Mr. Nicolas E Magud & Ms. Evridiki Tsounta, 2012. "To Cut or Not to Cut? That is the (Central Bank’s) Question In Search of the Neutral Interest Rate in Latin America," IMF Working Papers 2012/243, International Monetary Fund.
  53. 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.
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