Econometric issues in the estimation of the natural rate of interest

Author:

Buncic Daniel

Funder

Jan Wallanders Och Tom Hedelius Stiftelse Samt Tore Browaldhs Stiftelse

Publisher

Elsevier BV

Reference24 articles.

1. Testing for time variation in the natural rate of interest;Berger;J. Appl. Econometrics,2019

2. Econometric Issues with Laubach and Williams Estimates of the Natural Rate of Interest;Buncic,2021

3. Buncic, Daniel, 2022. On a standard Method for Measuring the Natural Rate of Interest. SSRN Working Paper No. 3725151, Available from: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3725151.

4. Discovering Stars: Problems in Recovering Latent Variables from Models;Buncic,2022

5. Buncic, Daniel, Pagan, Adrian, Robinson, Tim, 2023. Recovering Stars in Macroeconomics. CAMA Working Paper 43/2023, Available from: https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2023-09/43_2023_buncic_pagan_robinson.pdf.

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