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On the implications of monetary rules in a stochastic framework

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  • D. Peel

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File URL: http://hdl.handle.net/10.1007/BF02696854
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Article provided by Springer in its journal Weltwirtschaftliches Archiv.

Volume (Year): 116 (1980)
Issue (Month): 2 (June)
Pages: 253-263

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Handle: RePEc:spr:weltar:v:116:y:1980:i:2:p:253-263

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  1. Thomas J. Sargent & Neil Wallace, 1974. "Rational expectations and the theory of economic policy," Working Papers 29, Federal Reserve Bank of Minneapolis.
  2. Peel, D.A., 1977. "On the properties of alternative monetary rules in an extension of Black's model," European Economic Review, Elsevier, vol. 9(2), pages 195-208.
  3. Lemgruber, Antonio C & McCallum, Bennett T, 1976. "A Note on Empirical Tests and Alternative Versions of the Natural Rate Hypothesis," The Manchester School of Economic & Social Studies, University of Manchester, vol. 44(1), pages 42-51, March.
  4. Fischer, Stanley & Cooper, J Phillip, 1973. "Stabilization Policy and Lags," Journal of Political Economy, University of Chicago Press, vol. 81(4), pages 847-77, July-Aug..
  5. William Poole, 1970. "Optimal choice of monetary policy instruments in a simple stochastic macro model," Staff Studies 57, Board of Governors of the Federal Reserve System (U.S.).
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