Inequality’s ripple effect: Analyzing its influence on the natural interest rate and monetary policy in Germany, Japan, and the US

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2025
Volume: 239
Issue: C

Authors (4)

Camarero, Mariam (Universitat Jaume I) Dufrénot, Gilles (not in RePEc) Tamarit, Cecilio (Universidad de València) Vaccaro-Grange, Etienne (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper analyzes how different forms of inequality have affected potential growth and the natural interest rate in the U.S., Germany, and Japan during the last two decades. Growing inequalities may constitute a drawback for the recovery of these economies after the Great Recession (GR) and the Covid-19 pandemic. To this aim, we modify the semi-structural model proposed by Holston, Laubach and Williams (2017) by considering the effects of several inequalities. We jointly estimate potential growth and the natural interest rates, showing that the latter can substantially modify the time path of the real interest rate, which prevails when economies are at full strength and inflation is stable. Finally, we study the effects of our estimates on the reaction functions of the monetary authorities.

Technical Details

RePEc Handle
repec:eee:jeborg:v:239:y:2025:i:c:s0167268125003166
Journal Field
Theory
Author Count
4
Added to Database
2026-01-25