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Stochastic saddlepoint systems Stabilization policy and the stock market

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  • Miller, Marcus
  • Weller, Paul

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File URL: http://www.sciencedirect.com/science/article/B6V85-3YB56MM-22/2/de228bff2922c5619a58d37c3e182ff4
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 19 (1995)
Issue (Month): 1-2 ()
Pages: 279-302

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Handle: RePEc:eee:dyncon:v:19:y:1995:i:1-2:p:279-302

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Web page: http://www.elsevier.com/locate/jedc

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References

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  1. William H. Branson & Arminio Fraga & Robert A. Johnson, 1985. "Expected fiscal policy and the recession of 1982," International Finance Discussion Papers 272, Board of Governors of the Federal Reserve System (U.S.).
  2. Olivier Jean Blanchard & Stanley Fischer, 1989. "Lectures on Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262022834.
  3. Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September.
  4. Miller, Marcus & Weller, Paul, 1990. "Exchange Rate Bands with Price Inertia," CEPR Discussion Papers 421, C.E.P.R. Discussion Papers.
  5. Krugman, Paul R, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, MIT Press, vol. 106(3), pages 669-82, August.
  6. Kenneth A. Froot & Maurice Obstfeld, 1991. "Stochastic Process Switching: Some Simple Solutions," NBER Working Papers 2998, National Bureau of Economic Research, Inc.
  7. Marcus Miller & Paul Weller, 1991. "Currency Bands, Target Zones, and Price Flexibility," IMF Staff Papers, Palgrave Macmillan, vol. 38(1), pages 184-215, March.
  8. William H. Branson & Arminio Fraga & Robert A. Johnson, 1985. "Expected Fiscal Policy and the Recession of 1982," NBER Working Papers 1784, National Bureau of Economic Research, Inc.
  9. Blanchard, Olivier J, 1981. "Output, the Stock Market, and Interest Rates," American Economic Review, American Economic Association, vol. 71(1), pages 132-43, March.
  10. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
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Cited by:
  1. Dean Corbae & Chris Neely & Paul Weller, 1998. "Endogenous realignments and the sustainability of a target," Working Papers 1994-009, Federal Reserve Bank of St. Louis.
  2. Elias D. Belessakos & Christos I. Giannikos, 2002. "The "Lack" of Volatility Trade-Offs in Exchange Rate Zones with Sticky Prices," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 69-78, April.
  3. Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian, 1999. "The term structure of interest rates in a sticky-price target zone model," Journal of International Money and Finance, Elsevier, vol. 18(5), pages 817-834, October.
  4. Corrado, Luisa & Holly, Sean, 2000. "A currency crisis model with a misaligned central parity: a stochastic analysis," Economics Letters, Elsevier, vol. 67(1), pages 61-68, April.

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