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An empirical approximation of the natural rate of interest and potential growth
15 references·7 citing·47 second hop
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this work references cited by second hop

References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1995The Role of Monetary Policy3,796 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 1998Central Banking in Theory and Practice984 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 1998Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model365 cited
  • 1999Monetary Policy Evaluation with Noisy Information183 cited
  • 2003Robust Monetary Policy Rules with Unknown Natural Rates149 cited
  • 2001Term structure views of monetary policy under alternative models of agent expectations105 cited
  • 2002Permanent and transitory components of recessions103 cited
  • 2005The Natural Real Interest Rate and the Output Gap in the Euro Area: A Joint Estimation73 cited
  • 1997THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM‐STRUCTURE SPREADS

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47 cited

Cited by

  • 2006The Natural Rate of Interest — Concepts and Appraisal for the Euro Area25 cited
  • 2018The natural rate of interest and the financial cycle24 cited
  • 2008The time-varying policy neutral rate in real-time: A predictor for future inflation?20 cited
  • 2012To Cut or Not to Cut? That is the (Central Bank’s) Question: In Search of the Neutral Interest Rate in Latin America19 cited
  • 2012To Cut or Not to Cut? That is the (Central Bank’s) Question In Search of the Neutral Interest Rate in Latin America16 cited
  • 2008Atheoretical and Theory-Based Approaches to the Natural Equilibrium Real Interest Rate15 cited
  • 2007Natural equilibrium real interest rate estimates and monetary policy design14 cited