1. R-star: A new approach to estimate the polar star of monetary policy. (2023). Haas, Thomas ; Bofinger, Peter.
   In: W.E.P. - Würzburg Economic Papers.
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2. Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment. (2019). levrero, enrico.
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   RePEc:thk:wpaper:88.

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3. Hrozba sekulární stagnace. (2018). Janakova, Stanislava ; Janaek, Kamil.
   In: Politická ekonomie.
   RePEc:prg:jnlpol:v:2018:y:2018:i:1:id:1166:p:116-135.

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4. Natural Interest Rate: Assessing the Stance of India’s Monetary Policy under Uncertainty. (2015). Pattanaik, Sitikantha ; Kavediya, Rajesh ; Behera, Harendra.
   In: Working Papers.
   RePEc:ess:wpaper:id:7654.

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5. Have we underestimated the likelihood and severity of zero lower bound events?. (2011). Williams, John ; Laforte, Jean-Philippe ; Chung, Hess ; Reifschneider, David.
   In: Working Paper Series.
   RePEc:fip:fedfwp:2011-01.

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6. Una estimación de los impactos de la tasa de interés en el ciclo económico de Colombia: 1986-2010. (2011). Martinez Roldan, Luis.
   In: Perfil de Coyuntura Económica.
   RePEc:col:000165:014816.

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7. Estimations of the natural rate of interest in Colombia. (2010). rojas, brayan ; Melo-Velandia, Luis ; González-Molano, Eliana ; Gonzalez, Eliana .
   In: Borradores de Economia.
   RePEc:col:000094:007667.

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8. Estimations of the natural rate of interest in Colombia. (2010). rojas, brayan ; Melo-Velandia, Luis ; González-Molano, Eliana ; Gonzalez, Eliana .
   In: Borradores de Economia.
   RePEc:bdr:borrec:626.

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9. (How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate. (2008). Slacik, Tomas.
   In: FIW Working Paper series.
   RePEc:wsr:wpaper:y:2008:i:018.

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10. La tasa de interés natural en Colombia. (2008). Arango, Martha Misas ; JUAN JOSe ECHAVARRiA SOTO, ; Parraalvarez, Juan Carlos ; CORREDOR, JUANA TeLLEZ ; Enciso, Enrique Lopez.
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:1-07.

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11. An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data. (2007). Spencer, Christopher ; Harris, Mark ; Brooks, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:8509.

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12. Estimating Time-Varying Policy Neutral Rate in Real Time. (2007). Horvath, Roman.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2007_01.

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13. An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy. (2006). Vitek, Francis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512019.

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14. An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy. (2006). Vitek, Francis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512018.

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15. On Lower-bound Traps: A Framework for the Analysis of Monetary Policy in the ÒAgeÓ of Central Banks. (2006). Palacio-Vera, Alfonso.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_478.

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16. Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate. (2006). Kozicki, Sharon.
    In: Computational Economics.
    RePEc:kap:compec:v:27:y:2006:i:2:p:295-327.

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17. La Tasa de Interés Natural en Colombia. (2006). Misas, Martha ; López, Enrique ; Echavarría, Juan ; Arango, Martha Misas ; Echavarria, Juan Jose ; CORREDOR, JUANA TeLLEZ ; Enciso, Enrique Lopez.
    In: Borradores de Economia.
    RePEc:col:000094:003088.

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18. The information content of the neutral rate of interest. (2006). Brzoza-Brzezina, Michal.
    In: The Economics of Transition.
    RePEc:bla:etrans:v:14:y:2006:i:2:p:391-412.

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19. La Tasa de Interés Natural en Colombia. (2006). Parra-Alvarez, Juan ; Misas, Martha ; López, Enrique ; Echavarría, Juan ; Arango, Martha Misas ; JUAN JOSe ECHAVARRiA SOTO, ; CORREDOR, JUANA TeLLEZ ; Enciso, Enrique Lopez.
    In: Borradores de Economia.
    RePEc:bdr:borrec:412.

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20. Assessing the Lucas Critique in Monetary Policy Models.. (2005). Rudebusch, Glenn.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:37:y:2005:i:2:p:245-72.

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21. Estimating the natural interest rate for the euro area and Luxembourg. (2005). Wintr, Ladislav ; Guarda, Paolo ; Rouabah, Abdelaziz.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp015.

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22. Measuring the long-term perception of monetary policy and the term structure. (2004). Rautureau, Nicolas.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2004_012.

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23. The Information Content of the Natural Rate of Interest: The Case of Poland. (2004). Brzoza-Brzezina, Michal.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402007.

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24. Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework. (2004). Tkacz, Greg ; Lam, Jean-Paul.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2004-i-4.

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25. The informational content of empirical measures of real interest rate and output gaps for the United Kingdom. (2004). McKeown, Jens.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
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26. Searching for the natural rate of interest: a euro area perspective. (2004). Crespo Cuaresma, Jesus.
    In: Empirica.
    RePEc:kap:empiri:v:31:y:2004:i:2:p:185-204.

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27. Searching for the natural rate of interest: a euro area perspective. (2004). .
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:31:y:2004:i:2:p:185-204.

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28. International evidence on the stability of the optimizing IS equation. (2004). Nelson, Edward ; Kara, Amit.
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29. The natural real interest rate and monetary policy: a review. (2004). Valla, Natacha ; Giammarioli, Nicola.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:26:y:2004:i:5:p:641-660.

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30. Using the Natural Rate Concept to Assess the Consistency of Projections Ten Years Ahead for Real Interest Rates and Inflation: Technical Paper 2004-05. (2004). Mascaro, Angelo .
    In: Working Papers.
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31. Perspektiven und Grenzen der Verwendung geldpolitischer Regeln. (2004). Fendel, Ralf.
    In: Perspektiven der Wirtschaftspolitik.
    RePEc:bla:perwir:v:5:y:2004:i:2:p:169-192.

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32. A Time-Varying Natural Rate for the Euro Area. (2004). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Renne, J-P., ; Mesonnier, J-S., .
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33. Searching for the Natural Rate of Interest: a Euro-Area Perspective. (2003). Crespo Cuaresma, Jesus ; Gnan, Ernest ; Ritzberger-Gruenwald, Doris .
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34. The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach. (2003). Sellin, Peter ; Lindblad, Hans.
    In: Working Paper Series.
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35. Historical monetary policy analysis and the Taylor rule. (2003). Orphanides, Athanasios.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-36.

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36. Historical monetary policy analysis and the Taylor rule. (2003). Orphanides, Athanasios.
    In: Journal of Monetary Economics.
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37. A tale of two perspectives: old or new challenges for monetary policy?. (2003). Filardo, Andrew ; BORIO, Claudio ; English, Wiliam ; Claudio E. V. Borio, .
    In: BIS Working Papers.
    RePEc:bis:biswps:127.

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38. Monetary policy in a changing environment. (2003). Bank for International Settlements, .
    In: BIS Papers.
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39. The informational content of empirical measures of real interst rate and output gaps for the United Kingdom. (2003). Jens D J Larsen, ; McKeown, Jack .
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40. Searching for the natural rate of interest: a euro area perspective. (2003). Crespo-Cuaremsa, Jesus ; Gnan, Ernest ; Ritzberger-Gruenwald, Doris .
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41. Règle de Taylor: estimation et interprétation pour la zone euro et pour le Luxembourg. (2003). Lunnemann, Patrick ; Rouabah, Abdelaziz.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp009.

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42. Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate. (2002). Scrimgeour, Dean ; Plantier, L. Christopher.
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    RePEc:nzb:nzbdps:2002/06.

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43. Monetary policy and forecasting inflation with and without the output gap. (2002). Razzak, Weshah.
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44. Estimating the Natural Rate of Interest: A SVAR Approach. (2002). Brzoza-Brzezina, Michal.
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45. Imperfect knowledge, inflation expectations, and monetary policy. (2002). Williams, John ; Orphanides, Athanasios.
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    RePEc:fip:fedgfe:2002-27.

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46. Imperfect knowledge, inflation expectations, and monetary policy. (2002). Williams, John ; Orphanides, Athanasios.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2002-04.

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47. Measuring equilibrium real interest rates: what can we learn from yields on indexed bonds?. (2001). Bomfim, Antulio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-53.

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1. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Bluhm, Richard ; de Crombrugghe, Denis.
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2. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
   In: Empirical Economics.
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3. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
   In: Empirical Economics.
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4. Testing for Shifts in Trend with an Integrated or Stationary Noise Component. (2007). Yabu, Tomoyoshi ; Perron, Pierre.
   In: Boston University - Department of Economics - Working Papers Series.
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5. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
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6. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
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7. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
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8. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
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9. Guns or Butter? Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus. (2003). Reitschuler, Gerhard ; Crespo Cuaresma, Jesus.
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10. Are Rich Countries Immune to the Resource Curse? Evidence from Norways Management of Its Oil Riches. (2003). Larsen, Erling Roed.
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11. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations. (2003). Piger, Jeremy ; Nelson, Charles ; Kim, Chang-Jin.
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12. Bootstrapping Macroeconometric Models. (2003). Fair, Ray.
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13. TESTING FOR PERIODIC STATIONARITY. (2002). Kurozumi, Eiji.
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14. Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas.
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15. Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?. (2002). Chapman, David.
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16. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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17. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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18. On the causes of the increased stability of the U.S. economy. (2002). Perez Quiros, Gabriel ; Kahn, James ; McConnell, Margaret M. ; Perez-Quiros, Gabriel.
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19. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
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20. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
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21. Exchange rate pass-through into import prices: A macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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22. Corporate Bond Spreads and the Business Cycle. (2002). Zhang, Zhiwei.
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23. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
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24. The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials. (2001). Tillmann, Peter.
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25. The non-linear dynamics of output and unemployment in the U.S.. (2001). Violante, Giovanni ; Altissimo, Filippo.
    In: Journal of Applied Econometrics.
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26. A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero.
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27. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
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28. Measuring the natural rate of interest. (2001). Williams, John.
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29. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
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30. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
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31. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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32. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
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33. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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34. Output Fluctuations in the United States: What Has Changed since the Early 1980s?. (2000). Perez Quiros, Gabriel ; McConnell, Margaret M. ; Perez-Quiros, Gabriel.
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35. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
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36. Nonlinear time series modelling: an introduction. (1999). Potter, Simon.
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37. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
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38. Whats happened to the Phillips curve?. (1999). Williams, John ; Roberts, John ; Brayton, Flint.
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39. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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