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The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Chen, Xin Scott ; Dorich, Jose.
In: Staff Analytical Notes.
RePEc:bca:bocsan:19-11.

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Cited: 11

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Cites: 15

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  1. The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo.
    In: Discussion Papers.
    RePEc:bca:bocadp:24-03.

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  2. Potential output and the neutral rate in Canada: 2023 assessment. (2023). Taskin, Temel ; Park, Youngmin ; Ozhan, Galip ; Matveev, Dmitry ; Hajzler, Christopher ; Champagne, Julien ; Melinchuk, Harlee ; Poulin-Moore, Antoine.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:23-6.

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  3. A Simple Theory-Based Estimate of the Real Natural Rate of Interest in Open Economies. (2022). Segal, Guy ; Ilek, Alex.
    In: Bank of Israel Working Papers.
    RePEc:boi:wpaper:2022.06.

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  4. Potential output and the neutral rate in Canada: 2022 reassessment. (2022). Taskin, Temel ; Park, Youngmin ; Matveev, Dmitry ; Kuncl, Martin ; Hajzler, Christopher ; Faucher, Guyllaume.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:22-3.

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  5. Navigating by r*: safe or hazardous?. (2021). BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:982.

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  6. Potential output and the neutral rate in Canada: 2021 update. (2021). Park, Youngmin ; Kuncl, Martin ; Brouillette, Dany ; Faucher, Guyllaume ; McWhirter, Austin.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:21-6.

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  7. The neutral rate in Canada: 2020 update. (2020). Sekkel, Rodrigo ; Matveev, Dmitry ; McDonald-Guimond, Julien.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:20-24.

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  8. Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame.
    In: Discussion Papers.
    RePEc:bca:bocadp:20-16.

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  9. 2020 US Neutral Rate Assessment. (2020). Hajzler, Christopher ; Carter, Thomas ; Chen, Xin Scott ; Bootsma, James ; Toktamyssov, Argyn.
    In: Discussion Papers.
    RePEc:bca:bocadp:20-12.

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  10. The Power of Helicopter Money Revisited: A New Keynesian Perspective. (2020). Mendes, Rhys ; Carter, Thomas.
    In: Discussion Papers.
    RePEc:bca:bocadp:20-1.

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  11. Macroeconomics and natural rates: some reflections on Pasinetti€„¢s fair rate of interest. (2019). Lavoie, Marc ; Seccareccia, Mario.
    In: Bulletin of Political Economy.
    RePEc:awu:journl:v:13:y:2019:i:2:p:139-165.

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References

References cited by this document

  1. Barro, R. J. 2006. “Rare Disasters and Asset Markets in the Twentieth Century.” The Quarterly Journal of Economics 121 (3): 823–866.

  2. Brouillette, D., J. Champagne, C. Khoury, N. Kyui, J. Mollins and Y. Park. 2019. “Potential Output in Canada: 2019 Reassessment.” Bank of Canada Staff Analytic Note No. 2019-10.

  3. Campbell, J. and J. Cochrane. 1999. “By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior.” Journal of Political Economy 107 (2): 205–251.

  4. Chen, X. S. and J. Dorich. 2018. “The Neutral Rate in Canada: 2018 Estimates.” Bank of Canada Staff Analytical Note 2018-22.

  5. Diez, F., D. Leigh and S. Tambunlertchai. 2018. “Global Market Power and its Macroeconomic Implications.” IMF Working Paper No. 18/137, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  6. Dorich, J., A. Reza and S. Sarker. 2017. “An Update on the Neutral Rate of Interest.” Bank of Canada Review (Autumn): 27–41.

  7. Dorich, J., M. K. Johnston, R. R. Mendes, S. Murchison and Y. Zhang. 2013. “ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model.” Bank of Canada Technical Report No. 100.

  8. Kozlowski, J., L. Veldkamp and V. Venkateswaran. Forthcoming. “The Tail that Keeps the Riskless Rate Low.” NBER Macroeconomics Annual 2018 33, National Bureau of Economic Research. NBER working paper version available at https://www.nber.org/papers/w24362.

  9. Mendes, R. R. 2014. “The Neutral Rate of Interest in Canada.” Bank of Canada Discussion Paper No. 2014-5.

  10. Piazzesi, M. and M. Schneider. 2007. “Equilibrium Yield Curves.” NBER Macroeconomics Annual 2006 21: 389–472.
    Paper not yet in RePEc: Add citation now
  11. Reitz, T. 1988. “The Equity Premium: A Solution.” Journal of Monetary Economics 22 (1): 117– 131.
    Paper not yet in RePEc: Add citation now
  12. Rudebusch, G. D. and E. T. Swanson. 2012. “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks.” American Economics Journal: Macroeconomics 4 (1): 105–143.

  13. Swanson, E. T. 2016. “A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt.” Working paper. Available at http://www.socsci.uci.edu/~swanson2/papers/ezap.pdf.
    Paper not yet in RePEc: Add citation now
  14. Tallarini, T. D. 2000. “Risk-Sensitive Real Business Cycles.” Journal of Monetary Economics 45 (3): 507–532.

  15. Van Binsbergen, J. H., J. Fernández-Villaverde, R. S. J. Koijen and J. Rubio-Ramírez. 2012. “The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.” Journal of Monetary Economics 59 (7): 634–648.

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