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On the Determinacy of Monetary Steady States: Disequilibrium Learning and Optimal Monetary Policy

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Author Info
L.R. de Mello Jr. ()
J.R. Faria ()

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Abstract

The paper identifies the sources of indeterminacy of monetary steady states in a model of optimum supply of money in which the government maximises revenue through seignorage subject to an underlying inflationary process. We show that the determination of the monetary expansion path is sensitive to the specification of the disequilibrium learning rule and is subject to informational problems. Determinacy is ensured under a specific learning rule, which combines elements of adaptive and rational expectations and is self-corrective. The solution provides an optimal monetary policy which combines zero inflation, positive money and balanced budget.

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Publisher Info
Paper provided by Department of Economics, University of Kent in its series Studies in Economics with number 9607.

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Date of creation: Mar 1996
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Handle: RePEc:ukc:ukcedp:9607

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Postal: Department of Economics, University of Kent at Canterbury, Canterbury, Kent, CT2 7NP
Phone: +44 (0)1227 764000
Fax: +44 (0)1227 827850
Web page: http://www.ukc.ac.uk/economics/

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Related research
Keywords: Multiple Equilibria Seignorage Money Supply Disequilibrium Learning

Find related papers by JEL classification:
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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