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Displaying results 1 to 5 of 5.

  1. Measuring the natural rate of interest after COVID-19
    Author: Holston, Kathryn; Laubach, Thomas; Williams, John C.
    Published: [2023]
    Publisher:  Federal Reserve Bank of New York, [New York, NY]

    We modify the Laubach-Williams and Holston-Laubach-Williams models of the natural rate of interest to account for time-varying volatility and a persistent COVID supply shock during the pandemic. Resulting estimates of the natural rate of interest in... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 207
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    We modify the Laubach-Williams and Holston-Laubach-Williams models of the natural rate of interest to account for time-varying volatility and a persistent COVID supply shock during the pandemic. Resulting estimates of the natural rate of interest in the United States, Canada, and the Euro Area at the end of 2022 are close to their respective levels estimated directly before the pandemic; that is, we do not find evidence that the era of historically low estimated natural rates of interest has ended. In contrast, estimates of the natural rate of output have declined relative to those projected before the pandemic.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/284023
    Series: Staff reports / Federal Reserve Bank of New York ; no. 1063 (June 2023)
    Subjects: natural rate of output; time-varying volatility; Kalman filter; trend growth; COVID-19pandemic
    Scope: 1 Online-Ressource (circa 55 Seiten), Illustrationen
  2. Measuring the natural rate of interest in Brazil
    Author: Maka, Alexis
    Published: [2023]
    Publisher:  Ipea, Institute for Applied Economic Research, Brasília, DF

    This paper applies the Holston-Laubach-Williams methodology to estimate the natural rate of interest for Brazil. more

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    DS 601
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    This paper applies the Holston-Laubach-Williams methodology to estimate the natural rate of interest for Brazil.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: Discussion paper / IPEA ; 274 (March 2023)
    Subjects: natural rate of interest; Kalman filter; trend growth
    Scope: 1 Online-Ressource (circa 20 Seiten), Illustrationen
  3. Implications of the slowdown in trend growth for fiscal policy in a small open economy
    Author: Beames, Alexander; Kulish, Mariano; Yamout, Nadine
    Published: May 2020
    Publisher:  Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, Canberra

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VSP 1716
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAMA working paper ; 2021, 18 (February 2021)
    Subjects: Open economy; trend growth; fiscal policy; real business cycles; estimation; structuralbreaks
    Scope: 1 Online-Ressource (circa 39 Seiten), Illustrationen
  4. Why has the U.S. economy stagnated since the Great Recession?
    Author: Eo, Yunjong; Morley, James C.
    Published: [2020]
    Publisher:  Institute of Economic Research, Korea University, Seoul, South Korea

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    VS 787
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion paper series / The Institute of Economic Research, Korea University ; no. 20, 01 (April 6, 2020)
    Subjects: Secular stagnation; Great Recession; output gap; trend growth; Markov switching; structural breaks
    Scope: 1 Online-Ressource (circa 36 Seiten)
  5. Aggregate implications of changing industrial trends in Japan
    Author: Shirota, Toyoichiro; Tsuchida, Satoshi
    Published: [2024]
    Publisher:  Bank of Japan, Tokyo, Japan

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Bank of Japan working paper series ; no. 24, E-2 (February 2024)
    Subjects: trend growth; industrial linkages; production network; growth accounting
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen