The role of macroeconomic uncertainty in the determination of the natural rate of interest

DOI10.1016/J.ECONLET.2023.111191MaRDI QIDQ6093728zbMATH OpenOpenAlexFDO

Authors Tino Berger, Bernd Kempa, Feina Zou

Publication date 12 September 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2023.111191

zbMATH Keywords

macroeconomic uncertaintynatural rate of interestregime switching

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cites work

• Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
• The Impact of Uncertainty Shocks

Cited in

(4)

• Measuring the natural rate of interest of China: a time varying perspective
• Money and the natural rate of interest: structural estimates for the United States and the euro area
• Uncertainties surrounding natural rate estimates in the G7
• Climate risk and the natural interest rate: an E-DSGE perspective

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