The time-varying policy neutral rate in real-time: A predictor for future inflation?

Author:

Horváth Roman

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference58 articles.

1. Monetary frameworks and institutional constraints: UK monetary policy reaction functions, 1985–2003;Adam;Oxford Bulletin of Economics and Statistics,2005

2. The role of natural rate of interest in monetary policy;Amato;CESifo Economic Studies,2005

3. Stock return predictability: is it there?;Ang;Review of Financial Studies,2007

4. What is the neutral interest rate, and how can we use it?;Archibald;Reserve Bank of New Zealand Bulletin,2001

5. Optimal horizons for inflation targeting;Batini;Journal of Economic Dynamics and Control,1999

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