Back to search

Measuring the Natural Rate of Interest

Data up to Jan 2025

Published2003
Citations975
References31

Total Citations Per Year

Abstract

References (31)

A Contribution to the Theory of Economic Growth

1956 • 22,651 citations

Discretion versus policy rules in practice

1993 • 9,049 citations

Postwar U.S. Business Cycles: An Empirical Investigation

1997 • 7,105 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1991 • 5,040 citations

The Resurgence of Growth in the Late 1990s: Is Information Technology the Story?

2000 • 1,729 citations

Univariate detrending methods with stochastic trends

1986 • 873 citations

The Cyclical Component of U. S. Economic Activity

1987 • 744 citations

Three Lessons for Monetary Policy in a Low-Inflation Era

2000 • 482 citations

Unit roots, structural breaks and trends

1986 • 472 citations

Shifting endpoints in the term structure of interest rates

2001 • 455 citations

Is the Fed Too Timid? Monetary Policy in an Uncertain World

2001 • 398 citations

Estimating Potential Output as a Latent Variable

1994 • 395 citations

Robustness of Simple Monetary Policy Rules under Model Uncertainty

1998 • 364 citations

Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model

1998 • 346 citations

Interest and Prices

1936 • 341 citations

Foundations of the Goldilocks Economy: Supply Shocks and the Time-Varying NAIRU

2003 • 263 citations

Robust Monetary Policy Rules with Unknown Natural Rates

2002 • 230 citations

Real-Business-Cycle Models and the Forecastable Movements in Output, Hours, and Consumption

1996 • 223 citations

Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero

2004 • 180 citations

Inflation/Output Variance Trade-Offs and Optimal Monetary Policy

1997 • 174 citations

A standard error for the estimated state vector of a state-space model

1986 • 169 citations

Estimating Potential Output as a Latent Variable

1994 • 158 citations

The Role of Expectations in the FRB/US Macroeconomic Model

1997 • 154 citations

What's happened to the Phillips curve?

1999 • 69 citations

Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model

1998 • 66 citations

The Resurgence of Growth in the Late 1990s: Is Information Technology the Story?

2000 • 50 citations

Estimates of the Productivity Trend Using Time-Varying Parameter Techniques

2001 • 49 citations

THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM‐STRUCTURE SPREADS

1997 • 45 citations

The real interest rate gap as an inflation indicator

2001 • 42 citations

Estimates of the Productivity Trend Using Time-Varying Parameter Techniques

2001 • 40 citations

Cited By (0)

Loading...
Measuring the Natural Rate of Interest (2003) – The Review of Economics and Statistics | Metascience Observatory Explorer