Econometric issues with Laubach and Williams' estimates of the natural rate of interest
Year of publication: |
2020
|
---|---|
Authors: | Buncic, Daniel |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Natural rate of interest | Median Unbiased Estimation | Kalman Filter | spurious relations | misspecified econometric models |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1741841739 [GVK] hdl:10419/232600 [Handle] RePEc:hhs:rbnkwp:0397 [RePEc] |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
-
Econometric issues with Laubach and Williams' estimates of the natural rate of interest
Buncic, Daniel, (2020)
-
Econometric issues in the estimation of the natural rate of interest
Buncic, Daniel, (2024)
-
Two tales of the natural rate of interest
Vilmi, Lauri, (2017)
- More ...
-
Macroprudential Stress Testing of Credit Risk : A Practical Approach for Policy Makers
Buncic, Daniel, (2012)
-
Equilibrium Credit : The Reference Point for Macroprudential Supervisors
Buncic, Daniel, (2013)
-
The impact of ECB monetary policy decisions and communication on the yield curve
Brand, Claus, (2006)
- More ...