An Estimate of the Long-Term Neutral Rate of Interest

John Roberts

No 2018-09-05, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This note proposes a new measure of the high-frequency equilibrium interest rate, one that falls naturally out of a common textbook notion of the economy's equilibrium interest rate--and which is rooted in one particularly simple and well-known model.

Date: 2018-09-05
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2018-09-05

DOI: 10.17016/2380-7172.2227

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