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Interest rate rules and nominal determinacy

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Author Info
John H. Boyd
Michael Dotsey

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Abstract

Monetary economists have recently begun a serious study of money supply rules that allow the Fed to adjustably peg the nominal interest rate under rational expectations. These rules vary from procedures that produce stationary nominal magnitudes to those that generate nonstationarities in nominal variables. Our paper investigates the determinacy properties of three representative interest rate rules. ; We use Blanchard and Kahn's solution technique as a starting point. It doesn't directly apply, so we first modify their procedure. We then narrow the range of solutions by considering the ARMA solutions of Evans and Honkapohja and the global minimum state variable solution of McCallum. We then examine these solutions in light of the expectational stability notions employed by DeCanio, Bray and Evans. ; Two of the three classes of rules yield a unique admissible solution. The exclusion of bubbles usually rules out the general ARMA solutions present in Evans and Honkapohja and leads to unique solutions via a saddlepoint property. Nonetheless, the nonstationary money supply rules we examine do not generally yield a well determined system over all parameter values. We employ the global minimum state variable methodology of McCallum and Evans' expectational stability in an effort to insure uniqueness. Although these methods are usually in agreement, one of the nonstationary rules yields a global minimum state variable solution that is expectationally unstable when the central bank is sensitive to interest rate deviations. Moreover, under these conditions, an alternative (non-global) minimum state variable solution is expectationally stable, casting doubt on the applicability of McCallum's global procedure in this context.

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Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 90-01.

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Date of creation: 1990
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Handle: RePEc:fip:fedrwp:90-01

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Keywords: Interest rates;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Evans, George W., 1986. "Selection criteria for models with non-uniqueness," Journal of Monetary Economics, Elsevier, vol. 18(2), pages 147-157, September. [Downloadable!] (restricted)
  2. Michael Dotsey & Robert G. King, 1983. "Monetary Instruments and Policy Rules in a Rational Expectations Environment," NBER Working Papers 1114, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Gourieroux, C & Laffont, J J & Monfort, Alain, 1982. "Rational Expectations in Dynamic Linear Models: Analysis of the Solutions," Econometrica, Econometric Society, vol. 50(2), pages 409-25, March. [Downloadable!] (restricted)
  4. Frydman, Roman & Phelps, Edmund S., 1983. "Individual Expectations and Aggregate Outcomes: An Introduction to the Problem," Working Papers 83-02, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  5. McCallum, Bennett T., 1981. "Price level determinacy with an interest rate policy rule and rational expectations," Journal of Monetary Economics, Elsevier, vol. 8(3), pages 319-329. [Downloadable!] (restricted)
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  6. Bennett T. McCallum, 1983. "On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective," NBER Working Papers 0684, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Blume, L. E. & Bray, M. M. & Easley, D., 1982. "Introduction to the stability of rational expectations equilibrium," Journal of Economic Theory, Elsevier, vol. 26(2), pages 313-317, April. [Downloadable!] (restricted)
  8. Canzoneri, Matthew B & Henderson, Dale W & Rogoff, Kenneth S, 1983. "The Information Content of the Interest Rate and Optimal Monetary Policy," The Quarterly Journal of Economics, MIT Press, vol. 98(4), pages 545-66, November. [Downloadable!] (restricted)
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  9. Evans, George & Honkapohja, Seppo, 1986. "A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models," Review of Economic Studies, Blackwell Publishing, vol. 53(2), pages 227-39, April. [Downloadable!] (restricted)
  10. Evans, George, 1985. "Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models," The Quarterly Journal of Economics, MIT Press, vol. 100(4), pages 1217-33, November. [Downloadable!] (restricted)
  11. DeCanio, Stephen J, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, MIT Press, vol. 93(1), pages 47-57, February. [Downloadable!] (restricted)
  12. McCallum, Bennett T., 1986. "Some issues concerning interest rate pegging, price level determinacy, and the real bills doctrine," Journal of Monetary Economics, Elsevier, vol. 17(1), pages 135-160, January. [Downloadable!] (restricted)
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  13. Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-11, July. [Downloadable!] (restricted)
  14. Marvin Goodfriend, 1986. "Interest rate smoothing and price level trend-stationarity," Working Paper 86-04, Federal Reserve Bank of Richmond.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Michael Dotsey & Andreas Hornstein, 2008. "On the implementation of Markov-perfect interest rate and money supply rules: global and local uniqueness," Working Papers 08-30, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
  2. Michael Woodford, 1995. "Price Level Determinacy Without Control of a Monetary Aggregate," NBER Working Papers 5204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer, vol. 31(3), pages 207-223, April. [Downloadable!] (restricted)
  4. James B. Bullard, 1991. "Learning, rational expectations and policy: a summary of recent research," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 50-60. [Downloadable!]
  5. William Kerr & Robert G. King, 1996. "Limits on interest rate rules in the IS model," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 47-75. [Downloadable!]
  6. Michael Dotsey, 1996. "Some not-so-unpleasant monetarist arithmetic," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 73-91. [Downloadable!]
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