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Monetary policy rules and the indicator properties of asset prices

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Author Info
Fuhrer, Jeff
Moore, George

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Abstract

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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 29 (1992)
Issue (Month): 2 (April)
Pages: 303-336
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Handle: RePEc:eee:moneco:v:29:y:1992:i:2:p:303-336

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Jeffrey C. Fuhrer, 1995. "The [un]importance of forward-looking behavior in price specifications," Working Papers 95-6, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
  2. Jeffrey C. Fuhrer, 1998. "An optimizing model for monetary policy analysis: can habit formation help?," Working Papers 98-1, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
  3. Browne, Frank & Cronin, David, 2006. "Commodity Prices, Money and Inflation," Research Technical Papers 16/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
  4. Olivier Basdevant, 2003. "Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/05, Reserve Bank of New Zealand. [Downloadable!]
  5. Arturo Estrella & Jeffrey C. Fuhrer, 2002. "Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models," American Economic Review, American Economic Association, vol. 92(4), pages 1013-1028, September. [Downloadable!]
    Other versions:
  6. Peter Tinsley & Sharon Kozicki, 2003. "Alternative Sources of the Lag Dynamics of Inflation," Computing in Economics and Finance 2003 92, Society for Computational Economics. [Downloadable!]
    Other versions:
  7. Sujit Kapadia, 2005. "Optimal Monetary Policy under Hysteresis," Economics Series Working Papers 250, University of Oxford, Department of Economics. [Downloadable!]
  8. Eric M. Leeper, 1990. "The dynamics of interest rate and tax rules in a stochastic model," International Finance Discussion Papers 375, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  9. Eric Tymoigne, 2006. "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive wp_456, Levy Economics Institute, The. [Downloadable!]
  10. Jeffrey C. Fuhrer, 1994. "Optimal monetary policy in a model of overlapping price contracts," Working Papers 94-2, Federal Reserve Bank of Boston. [Downloadable!]
  11. Woon Gyu Choi & Yi Wen, 2005. "Measuring interest rates as determined by thrift and productivity," Working Papers 2005-037, Federal Reserve Bank of St. Louis. [Downloadable!]
  12. Arturo Estrella, 1997. "Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy," Research Paper 9717, Federal Reserve Bank of New York. [Downloadable!]
  13. Jeffrey C. Fuhrer, 2000. "Habit Formation in Consumption and Its Implications for Monetary-Policy Models," American Economic Review, American Economic Association, vol. 90(3), pages 367-390, June. [Downloadable!] (restricted)
  14. Frank Smets, 1997. "Financial asset prices and monetary policy: theory and evidence," BIS Working Papers 47, Bank for International Settlements. [Downloadable!]
    Other versions:
  15. Choi, Woon Gyu & Wen, Yi, 2008. "Measuring Interest Rates as Determined by Thrift and Productivity," Working Papers 00-03, Cornell University, Center for Analytic Economics. [Downloadable!]
  16. Frank Browne & David Cronin, 2007. "Commodity prices, money and inflation," Working Paper Series 738, European Central Bank. [Downloadable!]
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