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Drivers of the natural long-term rate of interest (and why the economy hasn’t tanked)
16 references·0 citing·49 second hop
Drivers of the natural long-term rate of interest (and why the economy hasn’t tanked) (2024)Drivers of the natural long-term rate of …Fiscal Policy under Low Interest Rates (2023)Fiscal Policy under Low Inter…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …On Secular Stagnation in the Industrialized World (2019)On Secular Stagnation in the …On Secular Stagnation in the Industrialized World (2019)On Secular Stagnation in the …Global trends in interest rates (2019)Global trends in interest rat…A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations (2018)A New Model of Inflation, Tre…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…The Term Structure of Expectations and Bond Yields (2016)The Term Structure of Expecta…Secular Drivers of the Global Real Interest Rate (2015)Secular Drivers of the Global…Prior Selection for Vector Autoregressions (2014)Prior Selection for Vector Au…Pricing the term structure with linear regressions (2013)Pricing the term structure wi…Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset (2011)Term Premia and Inflation Unc…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)New Evidence on the Interest …Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)Fiscal Discipline and the Cos…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…Nobel Lecture: Inflation and Unemployment (1977)Inflation targeting: lessons from the international experience (1999)Why Has U.S. Inflation Become Harder to Forecast? (2007)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)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)U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)Macroeconomics and Reality (1980)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Introductory Econometrics for Finance (2008)US Monetary Policy and the Global Financial Cycle (2015)The Transmission of Monetary Policy Shocks (2017)The Quarterly Journal of Economics (2024)Parsimonious Modeling of Yield Curves (1987)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Debt and growth: New evidence for the euro area (2012)The Econometrics of Financial Markets (2012)Public debt and economic growth: Is there a causal effect? (2014)Public debt and growth: Heterogeneity and non-linearity (2015)Corporate Investment and Stock Market Listing: A Puzzle? (2014)Stagnation Traps (2017)The long game: Fiscal outlooks to 2060 underline need for structural reform (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)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Rate of Return on Everything, 1870-2015 (2018)The New Tools of Monetary Policy (2020)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Determining the Number of Factors in Approximate Factor Models (2002)U.S. Monetary Policy and International Risk Spillovers (2019)China's overseas lending (2021)The Time Variation in Risk Appetite and Uncertainty (2021)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Correcting Estimation Bias in Dynamic Term Structure Models (2012)A unified measure of Fed monetary policy shocks (2020)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Testing for unit roots in heterogeneous panels (2003)Fiscal policy and interest rates in Europe (2006)Fiscal Deficits, Public Debt, and Sovereign Bond Yields (2010)Fiscal Multipliers (2014)
this work references cited by second hop

References

  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2014Prior Selection for Vector Autoregressions737 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2017Measuring the natural rate of interest: International trends and determinants700 cited
  • 2009New Evidence on the Interest Rate Effects of Budget Deficits and Debt698 cited
  • 2011Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset504 cited
  • 2017Safety, Liquidity, and the Natural Rate of Interest353 cited
  • 2007Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries267 cited
  • 2015Secular Drivers of the Global Real Interest Rate229 cited
  • 2019Global trends in interest rates225 cited
  • 2023Fiscal Policy under Low Interest Rates168 cited
  • 2019On Secular Stagnation in the Industrialized World157 cited
  • 2018A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations122 cited
  • 2016The Term Structure of Expectations and Bond Yields75 cited

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2019
On Secular Stagnation in the Industrialized World
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