Archibald, J., Hunter L., 2001, What is the neutral real interest rate, and how can we use it?, Reserve Bank of New Zealand, Bulletin vol.64, n3, September 2001.
Barsky, R.B., Juster, F.T., Kimball, MS., Shapiro, M.D., 1997, Preference parameters and behavioral heterogeneity: an experimental approach in the health and retirement study, The Quarterly Journal of Economics, May 1997.
Baxter, M., King, R.G., 1999, Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series, The Review of Economic and Statistics 81(4), 575-93.
Bernanke, B., Mihov, I., 1998, Measuring Monetary Policy, Quarterly Journal of Economics 113, 869-902.
- Blinder, A., 1998, Central Banking in Theory and Paractice, The MIT Press, Cambridge.
Paper not yet in RePEc: Add citation now
Brzoza-Brzezina, M., 2003, Estimating the Natural Rate of Interest: a SVAR approach, Paper n27, National Bank of Poland.
Chadha, J.S., Nolan, C., 2001, Supply Shocks and the `Natural Rate of Interest': an Exploration, Cambridge Working Paper in Economics, n0103.
- Christensen, A.M., 2002, The Real Interest Rate Gap: Measurement and Application, Danmarks Nationalbank, Working Paper n2002 6.
Paper not yet in RePEc: Add citation now
Crespo Cuaresma, J., Gnan, E., 2003, Searching for the Natural Rate of Interest: a Euro-Area perspective, Working Paper n84, Oesterreichische Nationalbank.
Dennis, R., 2001, The Policy Preferences of the U.S. Federal Reserve, Federal Reserve Bank of Chicago, Working Paper Series, n01-08.
Dotsey, M., Scholl, B., 2003, The Behavior of the Real Rate of Interest, Journal of Money, Credit and Banking, 35 (1), 91-110.
- ECB, 2004, The Natural real interest rate in the euro area, ECB monthly Bulletin, May 2004.
Paper not yet in RePEc: Add citation now
- Engle, R.F., Watson, M., 1981, A One-factor Multivariate Time Series Model of Metropolitan Wage Rates, Journal of the American Statistical Association, 76, n376, 774-781.
Paper not yet in RePEc: Add citation now
Estrella, A., Fuhrer, J.C., 1999, Are `Deep' Parameter Stable? The Lucas Critique as an Empirical Hypothesis, Society for Computational Economics, n621.
Fabiani, S., Mestre, R., 2004, A system approach for measuring the Euro area NAIRU, Empirical Economics, 39(2).
Fagan, C., Henry, J., Mestre, R., 2001, An Area-Wide Model (AWM) for the Euro Area, Working Paper n42, European Central Bank.
Gerlach, S., Smets, F., 1999, Output Gaps and Monetary Policy in the EMU area, European Economic Review, 43, 801-812.
Giammarioli, N., Valla, N., 2003, The natural real rate of interest in the euro area, Working Paper n233, European Central Bank.
Gordon, R., 1997, The Time Varying NAIRU and Its Implications for Economic Policy, Journal of Economic Perspectives, 11(1), 11-32.
Hall, R.E., 1988, Intertemporal Substitution in Consumption, Journal of Political Economy, vol.96, n 2.
Hamilton, J., 1986, A Standard Error for the Estimated State Vector of a State-Space Model, Journal of Econometrics, 33, 387-397.
Larsen, J.D.J. and Mckeown, J., 2004, The informational content of empirical measures of real interest rate and output gaps for the United Kingdom, Bank of England, Working Paper n224.
Laubach, T., Williams, J.C., 2003, Measuring the Natural Rate of Interest, The Review of Economics and Statistics, November 2003, 85(4), 1063-1070.
Leeper, E., Zha, T., 2002, Empirical Analysis of Policy Interventions, National Bureau of Economic Research, n9063.
Maury, T.P., Pluyaud, B., 2004, The Breaks in per Capita Productivity Trends in a Number of Industrial Countries, Banque de France, Note d'Etudes et de Recherche n111.
Neiss, KS., Nelson, E., 2001, The real interest rate gap as an inflation indicator, CEPR discussion paper series, n2848.
Ogaki, M., Reinhart, C.M., 1998a, Intertemporal substitution and durable goods: long-run data, Economics Letters, 61, 85-90.
Ogaki, M., Reinhart, C.M., 1998b, Measuring Intertemporal Substitution: The Role of Durable Goods, Journal of Political Economy, 106, n5.
Onatski, A., Stock, J., 2002, Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy, Macroeconomic Dynamics 66, 85-110.
Orphanides, A., Williams, J.C., 2002, Robust Monetary Policy Rules with Unknown Natural Rates, Brookings Papers on Economic Activity 2(2002), 63-145.
Peersman, G., Smets, F., 1999, The Taylor rule, a useful monetary policy benchmark for the Euro area?, International Finance, No. 1, 85-116.
Rudebusch, G.D., 2002, Assessing the Lucas Critique in Monetary Policy Models, Working Papers in Applied Economic Theory, Federal reserve Bank of San Francisco, n2002-02.
Rudebusch, G.D., Svensson, LEO., 1998, Policy Rules for Inflation Tageting, National Bureau of Economic Research, Working Paper Series n6512.
Rudebusch, G.D., Svensson, LEO., 2002, Eurosystem Monetary Targeting: Lessons from U.S. Data, European Economic Review 46, 417-442.
Smets, F., 1998, Output Gap Uncertainty: Does It Matter for the Taylor Rule?, BIS Working Papers, n60, November 1998.
Smets, F., Wouters, R., 2003, An estimated stochastic dynamic general equilibrium model of the euro area, Journal of the European Economic Association, September, 1, 5, 1123-1175.
Staiger, D., Stock, J., Watson, M., 1997, The NAIRU, Unemployment, and Monetary Policy, Journal of Economic Perspectives, 11 (1997a), 33-49.
Stock, J.H., Watson, M.W., 1996, Evidence on Structural Instability in Macroeconomic Time Series Relations, Journal of Business and Economic Statistics, 14, 11-30.
Taylor, J.B., 1993, Discretion versus policy rules in practice, Carnegie-Rochester Conference Series on Public Policy 39, 195-214.
- Wicksell, K., 1898, Interest and Prices, London: Macmillan, 1936, translation of 1898 edition by Kahn, R.F..
Paper not yet in RePEc: Add citation now
Wicksell, K., 1907, The influence of the rate of interest on prices, The Economic Journal, 17, June, 213-220.
Williams, J.C., 2003. The Natural Rate of Interest. The FRBSF Economic Letter, Number 2003-32.
- Woodford, M., 2003, Interest and Prices, Princeton University Press.
Paper not yet in RePEc: Add citation now