THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR

DOI10.1017/S1365100502020011MaRDI QIDQ4456162zbMATH OpenOpenAlexFDO

Authors Katharine S. Neiss, Edward Nelson

Publication date 16 March 2004

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100502020011

zbMATH Keywords

Inflation IndicatorNatural Interest RateOutput GapReal-Interest-Rate Gap

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic growth models (91B62) Stochastic models in economics (91B70)

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Cited in

(9)

• Long memory story of the real interest rate
• Money and the natural rate of interest: structural estimates for the United States and the euro area
• Firm-specific capital, nominal rigidities, and the Taylor principle
• Nominal Interest Rates as Indicators of Inflation Expectations
• Real rigidities, productivity improvements and investment dynamics
• Why inflation targeting central banks seem to follow a standard Taylor rule
• The statistical impact of inflation on interest rates
• Measuring the trend real interest rate in a data-rich environment
• Natural rate measures in an estimated DSGE model of the U.S. Economy

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