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Measuring the Natural Rate of Interest: Alternative Specifications
16 references·4 citing·34 second hop
Measuring the Natural Rate of Interest: Alternative Specifications (2017)Measuring the Natural Rate of Interest: A…Safety, Liquidity, and the Natural Rate of Interest (2017)Safety, Liquidity, and the Na…Monetary Policy in a Low Interest Rate World (2017)Monetary Policy in a Low Inte…The Equilibrium Real Funds Rate: Past, Present, and Future (2016)The Equilibrium Real Funds Ra…Secular Stagnation in the Open Economy (2016)Secular Stagnation in the Ope…Monetary Policy in a Low R-star World (2016)Monetary Policy in a Low R-st…Measuring the Natural Rate of Interest Redux (2016)Measuring the Natural Rate of…A Time Series Model of Interest Rates With the Effective Lower Bound (2016)A Time Series Model of Intere…What Can the Data Tell Us About the Equilibrium Real Interest Rate? (2015)What Can the Data Tell Us Abo…The Economic Outlook and Monetary Policy (2015)The Economic Outlook and Mone…Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches (2015)Calculating the Natural Rate …U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)U.S. Economic Prospects: Secu…Estimating equilibrium real interest rates in real time (2005)Estimating equilibrium real i…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (1998)Median Unbiased Estimation of…THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM‐STRUCTURE SPREADS (1997)THE EQUILIBRIUM FED FUNDS RAT…Modeling and Forecasting Natural Rate of Interest for Uzbekistan Through Bayesian Filtering and Machine Learning Model (2025)Modeling and Forecasting Natu…Estimates of the natural rate of interest and the stance of monetary policy: a critical assessment (2021)Estimates of the natural rate…It is Only Natural: Europe's Low Interest Rates (2020)It is Only Natural: Europe's …Demographics and the Natural Rate of Interest in Japan (2019)Demographics and the Natural …Tests For Unit Roots: A Monte Carlo Investigation (1988)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Detrending, stylized facts and the business cycle (1993)Chapter 10 Forecasting with Many Predictors (2006)Investigating Inflation Persistence Across Monetary Regimes* (2008)A Contribution to the Theory of Economic Growth (1956)Discretion versus policy rules in practice (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Global trends in interest rates (2019)Interest Rates under Falling Stars (2020)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Why Has U.S. Inflation Become Harder to Forecast? (2007)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Global Waves of Debt: Causes and Consequences (2021)Comprehensive evidence implies a higher social cost of CO2 (2022)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Measuring the Level and Uncertainty of Trend Inflation (2016)The History of Technological Anxiety and the Future of Economic Growth: Is This Time Different? (2015)Measuring the natural rate of interest: International trends and determinants (2017)The Rate of Return on Everything, 1870-2015 (2018)Measuring the natural rate of interest redux (2015)A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt (2019)Taking the Fed at its Word: A New Approach to Estimating Central Bank Objectives using Text Analysis (2021)A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations (2018)Negative Nominal Interest Rates and the Bank Lending Channel (2019)Eight Centuries of Global Real Interest Rates, R-G, and the ‘Suprasecular’ Decline, 1311–2018 (2020)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2014U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound1,032 cited
  • 1998Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model365 cited
  • 2017Safety, Liquidity, and the Natural Rate of Interest353 cited
  • 2016The Equilibrium Real Funds Rate: Past, Present, and Future261 cited
  • 2016Measuring the Natural Rate of Interest Redux216 cited
  • 2017Monetary Policy in a Low Interest Rate World195 cited
  • 2015Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches130 cited
  • 2005Estimating equilibrium real interest rates in real time125 cited
  • 2015What Can the Data Tell Us About the Equilibrium Real Interest Rate?117 cited
  • 2016Secular Stagnation in the Open Economy86 cited
  • 2015The Economic Outlook and Monetary Policy69 cited
  • 2016A Time Series Model of Interest Rates With the Effective Lower Bound69 cited
  • 1997THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM‐STRUCTURE SPREADS47 cited

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  • 2016Monetary Policy in a Low R-star World45 cited
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    • 2021Estimates of the natural rate of interest and the stance of monetary policy: a critical assessment16 cited
    • 2019Demographics and the Natural Rate of Interest in Japan13 cited
    • 2020It is Only Natural: Europe's Low Interest Rates11 cited
    • 2025Modeling and Forecasting Natural Rate of Interest for Uzbekistan Through Bayesian Filtering and Machine Learning Model10 cited