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Time Consistency and Targeting Rules in Singular Rational Expectations Models

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Author Info
Richard G. Pierse
Andrew P. Blake () (Department of Economics University of Surrey)

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Abstract

Recent policy formulation has emphasised targeting rules. These often lead to policy problems which are singular, and need special solution techniques. We set out solutions for the control of singular linear rational expectations models with quadratic objectives. These are both time inconsistent and time consistent equilibria. We apply them to an open economy model.

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2005 with number 166.

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Date of creation: 11 Nov 2005
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Handle: RePEc:sce:scecf5:166

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Related research
Keywords: Targeting rules; Time consistency; Singular RE models;

Find related papers by JEL classification:
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis

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This page was last updated on 2009-11-27.


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