Lower Bound Uncertainty and Long‐Term Interest Rates

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2023
Volume: 55
Issue: 2-3
Pages: 619-634

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Nominal interest rates are constrained by an effective lower bound, but the level of the lower bound is uncertain. This paper uses a simple shadow rate term structure model to study how lower bound uncertainty affects long‐term interest rates. A decline in lower bound uncertainty, in the sense of a mean‐preserving contraction, is associated with a drop in expected short rates. The effect on the variance of short rates, and hence the term premium, is ambiguous. A calibration to Canadian data suggests that a decline in lower bound uncertainty is associated with a modest drop in interest rates.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:55:y:2023:i:2-3:p:619-634
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25