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Sandra Daudignon

Papers by Sandra Daudignon tracked in the Macro Paper Warehouse.

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Published Journal of Money, Credit and Banking Online 15 Sep 2025 Published Aug 2026
Monetary Policy and the Drifting Natural Rate of Interest

Sandra Daudignon · Oreste Tristani

This paper analyzes how monetary policy should respond to a long-run natural interest rate that can drift permanently — following a bounded random walk with upper bound 3 percent and lower bound 0 …