We use a range of simple models and 22 years of real-time data vintages for the US to
assess the difficulties of estimating the equilibrium real interest rate in real time. Model …

本文通过构建, 校准, 估计和模拟新凯恩斯两国(本国和外国) 开放经济体动态随机一般均衡(
DSGE) 模型, 分析并解释我国均衡利率和均衡汇率形成机制及其主要变动原因 …

This paper illustrates the concept of the natural yield curve and how to measure it. The
natural yield curve extends the idea of the natural rate of interest defined at a single maturity …

The concept of the neutral rate of interest has recently received much attention from
economists. In this paper, we estimate the neutral rate of interest in Poland. We show how it …

本文基于中国1998-2013 年的季度数据, 对金融变量和实体经济之间的关联关系进行了系统的
实证分析. 实证结果表明, 金融变量不仅对实体经济具有普遍显著的影响, 而且通常领先于实体 …

Estimating equilibrium real interest rates in real-time Todd E. Clark Sharon Kozicki Discussion
Paper Series 1: Studies of the E Page 1 Estimating equilibrium real interest rates in real-time …

Celem pracy jest analiza polityki gospodarczej Hiszpanii, Portugalii i Grecji w drodze do Unii
Gospodarczej i Walutowej, czyli w latach dziewięćdziesiątych XX wieku, ze szczególnym …

This paper measures the natural interest rate for the Turkish economy as an unobserved
stochastic variable. In doing so, the study adopts a systems approach, based on a …

This paper examines the fundamental drivers of the natural rate of interest in a commodity-
exporting economy (Mongolia) based on a structural New Keynesian model that …

自然利率研究的新进展 Page 1 · 国外经济理论动态· 自然利率研究的新进展 邓创石柱鲜于杰 近年
来,自然利率问题成了国外经济学者们研 究的热点.他们之所以对被忽视了近一个世纪的自 然利率 …