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BOJ Updates Natural Rate Estimate to -0.9% to +0.5% as Models Drift Higher

The new range gives policymakers a clearer guide for judging how much stimulus to withdraw.

A passerby walks past in front of the Bank of Japan headquarters in Tokyo, Japan January 23, 2025.  REUTERS/Issei Kato/File Photo

Overview

  • The Bank of Japan published a fresh estimate of the natural, or neutral, interest rate at roughly -0.9% to +0.5% using six different models.
  • The bank said many model readings have crept higher, which it linked to a rebound in Japan’s potential growth and steadier gains in wages and prices.
  • Officials will treat the estimate as one input for setting how much monetary support to provide toward the 2% inflation goal, while cautioning the metric is uncertain and hard to pin down.
  • Revised output‑gap data now show demand outpacing supply for 15 straight quarters, reaching +0.45% in the third quarter of 2025 after an earlier estimate showed slack.
  • Analysts say the range suggests the BOJ could lift its short‑term rate toward about 1% if inflation holds near 2% without stalling growth.