Testing for time variation in the natural rate of interest

B-Tier
Journal: Journal of Applied Econometrics
Year: 2019
Volume: 34
Issue: 5
Pages: 836-842

Authors (2)

Tino Berger (not in RePEc) Bernd Kempa (Universität Münster)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper replicates in a wider sense the unobserved components model of Laubach and Williams (Review of Economics and Statistics, 2003, 85, 1063–1070) to estimate the natural rate of interest (NRI) and investigates the role of model uncertainty. A stochastic Bayesian model selection procedure is employed to test the hypothesis of time variation in the NRI against a constant NRI. The model selection confirms time variation in the NRI as a result of changes in potential output growth, but other determinants of the NRI are found constant.

Technical Details

RePEc Handle
repec:wly:japmet:v:34:y:2019:i:5:p:836-842
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25