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Low frequency drivers of the real interest rate: Empirical evidence for advanced economies
16 references·1 citing·44 second hop
Low frequency drivers of the real interest rate: Empirical evidence for advanced economies (2018)Low frequency drivers of the real interes…Demographic Structure and Macroeconomic Trends (2019)Demographic Structure and Mac…Safety, Liquidity, and the Natural Rate of Interest (2017)Safety, Liquidity, and the Na…Measuring the natural rate of interest: International trends and determinants (2017)Measuring the natural rate of…Understanding the New Normal: The Role of Demographics (2016)Understanding the New Normal:…The Equilibrium Real Funds Rate: Past, Present, and Future (2016)The Equilibrium Real Funds Ra…Demographics and real interest rates: Inspecting the mechanism (2016)Demographics and real interes…Secular Stagnation: A Supply-Side View (2015)Secular Stagnation: A Supply-…Secular Drivers of the Global Real Interest Rate (2015)Secular Drivers of the Global…U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)U.S. Economic Prospects: Secu…The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…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…Some empirical evidence on the ‘discouraged worker’ effect (2001)Some empirical evidence on th…TESTS OF COMMON STOCHASTIC TRENDS (2000)TESTS OF COMMON STOCHASTIC TR…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Band Spectrum Regression (1974)Band Spectrum RegressionBargaining Power and the Phillips Curve: A Micro-Macro Analysis (2020)Bargaining Power and the Phil…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Rising inequality as a cause of the present crisis (2013)Fostering Green Investments and Tackling Climate-Related Financial Risks: Which Role for Macroprudential Policies? (2018)Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy (2021)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)The Dynamo and the Computer: An Historical Perspective on the Modern Productivity Paradox (1990)The Race between Education and Technology (2010)Secular stagnation: The history of a macroeconomic heresy (2016)The New Normal: Demand, Secular Stagnation, and the Vanishing Middle Class (2017)American Economic Review (2019)Intelligent technologies and productivity spillovers: Evidence from the Fourth Industrial Revolution (2021)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Public Debt and Low Interest Rates (2019)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Global trends in interest rates (2019)Global Waves of Debt: Causes and Consequences (2021)Comprehensive evidence implies a higher social cost of CO2 (2022)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The New Tools of Monetary Policy (2020)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Expectations and Exchange Rate Dynamics (1976)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Economics of Exchange Rates (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tourism development and economic growth: A closer look at panels (2007)Endogenous Technological Change (1989)Endogenous Technological Change (1990)Estimating long-run relationships from dynamic heterogeneous panels (1995)The Effect of Population Aging on Economic Growth, the Labor Force and Productivity (2016)Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory (2019)The Young, the Old, and the Government: Demographics and Fiscal Multipliers (2021)Business Cycles and the Exchange Rate System: Some International Evidence (1988)Business cycles and the exchange-rate regime (1989)Location Matters: An Examination of Trading Profits (2001)The History of Technological Anxiety and the Future of Economic Growth: Is This Time Different? (2015)The Rate of Return on Everything, 1870-2015 (2018)
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References

  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2014U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound1,032 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 2017Measuring the natural rate of interest: International trends and determinants700 cited
  • 2016Demographics and real interest rates: Inspecting the mechanism376 cited
  • 2015Secular Stagnation: A Supply-Side View372 cited
  • 2017Safety, Liquidity, and the Natural Rate of Interest353 cited
  • 1974Band Spectrum Regression351 cited
  • 2019Demographic Structure and Macroeconomic Trends267 cited
  • 2016The Equilibrium Real Funds Rate: Past, Present, and Future261 cited
  • 2015Secular Drivers of the Global Real Interest Rate229 cited
  • 2000TESTS OF COMMON STOCHASTIC TRENDS189 cited
  • 2016Understanding the New Normal: The Role of Demographics147 cited
  • 2005Estimating equilibrium real interest rates in real time125 cited
  • 2001Some empirical evidence on the ‘discouraged worker’ effect

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118 cited

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  • 2020Bargaining Power and the Phillips Curve: A Micro-Macro Analysis17 cited