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Measuring Equilibrium Real Interest Rates: What Can We Learn from Yields on Indexed Bonds?

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References

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2010

(How) do the ECB and the Fed React to Financial Market Uncertainty? The Taylor Rule in Times of Crisis

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2017" A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt"29 cited

2007EQUILIBRIUM INTEREST RATE AND THE YIELD CURVE IN A LOW INTEREST RATE ENVIRONMENT29 cited

2013Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed27 cited

2006The Natural Rate of Interest — Concepts and Appraisal for the Euro Area25 cited

2004Learning and Shifts in Long-Run Productivity Growth24 cited

2009Wicksell’s Classical Dichotomy: Is the natural rate of interest independent of the money rate of interest?23 cited

2008The time-varying policy neutral rate in real-time: A predictor for future inflation?20 cited

2007Estimating the Chilean Natural Rate of Interest19 cited

2014Time-Varying Neutral Interest Rate—The Case of Brazil16 cited

2008Atheoretical and Theory-Based Approaches to the Natural Equilibrium Real Interest Rate15 cited

2014Measuring the natural yield curve15 cited

2007Natural equilibrium real interest rate estimates and monetary policy design14 cited