Money As Indicator for the Natural Rate of Interest /

The natural interest rate is of great relevance to central banks, but it is difficult to measure. We show that in a standard microfounded monetary model, the natural interest rate co-moves with a transformation of the money demand that can be computed from actual data. The co-movement is of a consid...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Berger, Helge
Beste egile batzuk: Weber, Henning
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2012.
Saila:IMF Working Papers; Working Paper ; No. 2012/006
Sarrera elektronikoa:Full text available on IMF
LEADER 01816cas a2200253 a 4500
001 AALejournalIMF011539
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781463930554 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Berger, Helge. 
245 1 0 |a Money As Indicator for the Natural Rate of Interest /  |c Helge Berger, Henning Weber. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2012. 
300 |a 1 online resource (52 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The natural interest rate is of great relevance to central banks, but it is difficult to measure. We show that in a standard microfounded monetary model, the natural interest rate co-moves with a transformation of the money demand that can be computed from actual data. The co-movement is of a considerable magnitude and independent of monetary policy. An optimizing central bank that does not observe the natural interest rate can take advantage of this co-movement by incorporating the transformed money demand, in addition to the observed output gap and inflation, into a simple but optimal interest rate rule. Combining the transformed money demand and the observed output gap provides the best information about the natural interest rate. 
538 |a Mode of access: Internet 
700 1 |a Weber, Henning. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2012/006 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2012/006/001.2012.issue-006-en.xml  |z IMF e-Library