I'm conducting an econometric analysis of the natural rate of interest in the euro-area countries using the following variables: as dependent variable I'm using the long term nominal interest rates (i.e.: the yield on 10 year maturity public bonds) and as independent variable I'm using the TFP growth rate, the inflation rate, a dummy variable to show the impact of the common monetary policy and the growth rate of the population aged between 15 and 64 years; so my equation is given by:
$$r^*= a_0 + \beta_1x_1+\beta_2x_2+\beta_3Dx_3+\beta_4x_4$$
Now, I have some problems: first of all the TFP growth does not seems to be statistically significant (since its p-value is greater than the significance level $\alpha=0.05$); and that's a problem, because based on the literature about this topic, what I expected to see is that higher TFP growth and higher active population growth were associated with a higher natural rate of interest. So, my question is: why this doesn't seem to happen in my model? And if I'm correct in assuming no statistical significance of the TFP growth, what I have to do to show the impact of productivity in the natural rate of interest? Thanks in advance for the answers.