Demographics and the Natural Rate of Interest in Japan /

Japan's aging and shrinking population could lower the natural rate of interest and, together with low inflation expectations, challenge the Bank of Japan's efforts to reflate the economy. This paper uses a semi-structural model to estimate the impact of demographics on the natural rate in...

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Hlavní autor: Han, Fei
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2019.
Edice:IMF Working Papers; Working Paper ; No. 2019/031
On-line přístup:Full text available on IMF
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Shrnutí:Japan's aging and shrinking population could lower the natural rate of interest and, together with low inflation expectations, challenge the Bank of Japan's efforts to reflate the economy. This paper uses a semi-structural model to estimate the impact of demographics on the natural rate in Japan. We find that demographic change has a significantly negative impact on the natural rate by lowering trend potential growth. We also find that the negative impact has been increasing over time amid stronger demographic headwinds. These findings highlight the importance of boosting potential growth to offset the negative demographic impact and lift the natural rate in Japan.
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Fyzický popis:1 online resource (31 pages)
Médium:Mode of access: Internet
ISSN:1018-5941
Přístup:Electronic access restricted to authorized BRAC University faculty, staff and students