The natural yield curve: its concept and measurement

Parsimonious Modeling of Yield Curves

Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations

Business, Business Economics, Copyright Law +8

Measuring the Natural Rate of Interest

Thomas Laubach, John C. Williams · The Review of Economics and Statistics · 2003 · 1.1K citations · Full text

Social Sciences, Economics, Macroeconomics +11

The macroeconomy and the yield curve: a dynamic latent factor approach

Francis X. Diebold, Glenn D. Rudebusch, S. Borağan Aruoba · Journal of Econometrics · 2005 · 986 citations

Social Sciences, Business Economics, Economics +14

Measuring the Natural Rate of Interest Redux

Thomas Laubach, John C. Williams · Business Economics · 2016 · 182 citations

Social Sciences, Economics, Finance +11

The Natural Rate of Interest and Its Usefulness for Monetary Policy

Robert Barsky, Alejandro Justiniano, Leonardo Melosi · American Economic Review · 2014 · 180 citations

Social Sciences, Economics, Financial Economics +9