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Citations for "The Perils of Taylor Rules"

by Benhabib, Jess & Schmitt-Grohe, Stephanie & Uribe, Martin

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  1. Benhabib, Jess & Schmitt-Grohe, Stephanie & Uribe, Martin, 2001. "Chaotic Interest Rate Rules," Computing in Economics and Finance 2001, Society for Computational Economics 259, Society for Computational Economics.
  2. Alexander L. Wolman, 2003. "Real implications of the zero bound on nominal interest rates," Working Paper, Federal Reserve Bank of Richmond 03-15, Federal Reserve Bank of Richmond.
  3. von Thadden, Leopold, 2012. "Monetary policy rules in an OLG model with non-superneutral money," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(1), pages 147-166.
  4. Ralf Fendel, 2004. "Perspektiven und Grenzen der Verwendung geldpolitischer Regeln," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 5(2), pages 169-192, 05.
  5. Ilgmann, Cordelius & Menner, Martin, 2011. "Negative nominal interest rates: History and current proposals," CAWM Discussion Papers 43, Center of Applied Economic Research Münster (CAWM), University of Münster.
  6. Noritaka Kudoh, 2009. "A global analysis of liquidity effects, interest rate rules, and deflationary traps," Economics Bulletin, AccessEcon, vol. 29(2), pages 1492-1498.
  7. repec:ebl:ecbull:v:5:y:2004:i:6:p:1-8 is not listed on IDEAS
  8. repec:hal:journl:halshs-00717412 is not listed on IDEAS
  9. Charles T. Carlstrom & Timothy S. Fuerst, 2001. "Taylor rules in a model that satisfies the natural rate hypothesis," Working Paper 0116, Federal Reserve Bank of Cleveland.
  10. Benhabib, Jess & Eusepi, Stefano, 2005. "The design of monetary and fiscal policy: A global perspective," Journal of Economic Theory, Elsevier, Elsevier, vol. 123(1), pages 40-73, July.
  11. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004, Society for Computational Economics 190, Society for Computational Economics.
  12. Alstadheim Ragna & Henderson Dale W., 2006. "Price-Level Determinacy, Lower Bounds on the Nominal Interest Rate, and Liquidity Traps," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 6(1), pages 1-27, November.
  13. Benhabib, J. & Schmitt-Grohe, S. & Uribe, M., 1999. "Avoiding Liquidity Traps," Working Papers, C.V. Starr Center for Applied Economics, New York University 99-21, C.V. Starr Center for Applied Economics, New York University.
  14. Anna Agliari & George Vachadze, 2011. "Homoclinic and Heteroclinic Bifurcations in an Overlapping Generations Model with Credit Market Imperfection," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 38(3), pages 241-260, October.
  15. Bennett T. McCallum, 2008. "Determinacy, Learnability, And Plausibility In Monetary Policy Analysis: Additional Results," Working Papers Central Bank of Chile, Central Bank of Chile 502, Central Bank of Chile.
  16. Benhabib, J. & Schmitt-Grohe, S. & Uribe, M., 1998. "Monetary Policy and Multiple Equilibria," Working Papers, C.V. Starr Center for Applied Economics, New York University 98-02, C.V. Starr Center for Applied Economics, New York University.
  17. Bennett T. McCallum, 2003. "Multiple-Solution Indeterminacies in Monetary Policy Analysis," NBER Working Papers 9837, National Bureau of Economic Research, Inc.
  18. Ghiglino, Christian, 2002. "Introduction to a General Equilibrium Approach to Economic Growth," Journal of Economic Theory, Elsevier, Elsevier, vol. 105(1), pages 1-17, July.
  19. Bennett T. McCallum, 2006. "E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models," NBER Working Papers 12441, National Bureau of Economic Research, Inc.
  20. Stefano Bosi & Frederic Dufourt, 2008. "Indeterminacy with constant money growth rules and income-based liquidity constraints," Post-Print hal-00796231, HAL.
  21. William T. Gavin, 2003. "Inflation targeting: why it works and how to make it work better," Working Papers, Federal Reserve Bank of St. Louis 2003-027, Federal Reserve Bank of St. Louis.
  22. Kazuo Ueda, 2013. "The Response of Asset Prices to Monetary Policy under Abenomics," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-894, CIRJE, Faculty of Economics, University of Tokyo.
  23. Jean-Marc Natal, 2004. "Deflation and Deflationary Traps: The Situation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 127-170, March.
  24. William T. Gavin & Benjamin D. Keen, 2012. "U.S. monetary policy: a view from macro theory," Working Papers, Federal Reserve Bank of St. Louis 2012-019, Federal Reserve Bank of St. Louis.
  25. Bullard, James & Cho, In-Koo, 2003. "Escapist policy rules," CFS Working Paper Series 2003/38, Center for Financial Studies (CFS).
  26. Steffen Henzel & Wolfgang Nierhaus & Tim Oliver Berg & Christian Breuer & Kai Carstensen & Christian Grimme & Oliver Hülsewig & Atanas Hristov & Nikolay Hristov & Michael Kleemann & Wolfgang Meister , 2013. "ifo Konjunkturprognose 2013/2014: Deutsche Konjunkturlokomotive kommt unter Dampf," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 66(24), pages 20-67, December.
  27. Andreas Schabert, . "Central bank Instruments, Fiscal Policy Regimes, and the Requirements for Equilibrium Determinacy," Working Papers, Business School - Economics, University of Glasgow 2003_5, Business School - Economics, University of Glasgow, revised Jan 2003.
  28. Schmitt-Grohé, Stephanie & Uribe, Martín, 2001. "Liquidity Traps with Global Taylor Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2969, C.E.P.R. Discussion Papers.
  29. Bennett T. McCallum, 2005. "A Monetary Policy Rule for Automatic Prevention of a Liquidity Trap," NBER Working Papers 11056, National Bureau of Economic Research, Inc.
  30. repec:hal:wpaper:halshs-00590558 is not listed on IDEAS
  31. Marvin Goodfriend, 2000. "Overcoming the zero bound on interest rate policy," Working Paper, Federal Reserve Bank of Richmond 00-03, Federal Reserve Bank of Richmond.
  32. Dai, Meixing & Sidiropoulos, Moïse, 2002. "Règle du taux d'intérêt optimale, prix des actions et taux d'inflation anticipé : une étude de la stabilité macroéconomique
    [Optimal interest rate rule, asset prices and expected inflation rate : a
    ," MPRA Paper 14401, University Library of Munich, Germany, revised Jun 2003.
  33. Evans, George W & Guse, Eran & Honkapohja, Seppo, 2007. "Liquidity Traps, Learning and Stagnation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6355, C.E.P.R. Discussion Papers.
  34. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive 04-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  35. Cornaro, Alessandra & Agliari, Anna, 2011. "Global and local determinacy in a one-step forward looking New Keynesian model," Economic Modelling, Elsevier, vol. 28(3), pages 1354-1362, May.
  36. Jordi Gali & Tommaso Monacelli, 2002. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," NBER Working Papers 8905, National Bureau of Economic Research, Inc.
  37. Richard G. Anderson, 2013. "Japan as a role model?," Economic Synopses, Federal Reserve Bank of St. Louis.
  38. George W. Evans & Seppo Honkapohja, 2003. "Policy Interaction, Expectations and the Liquidity Trap," University of Oregon Economics Department Working Papers, University of Oregon Economics Department 2003-33, University of Oregon Economics Department, revised 06 Jul 2004.
  39. Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global Liquidity Trap," IMES Discussion Paper Series 10-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
  40. Peter Claeys, 2007. "Estimating the effects of fiscal policy under the budget constraint," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 200715, University of Barcelona, Research Institute of Applied Economics, revised Jul 2007.
  41. Martin Uribe, 2002. "A Fiscal Theory of Sovereign Risk," NBER Working Papers 9221, National Bureau of Economic Research, Inc.
  42. repec:lan:wpaper:2595 is not listed on IDEAS
  43. Benhabib, Jess & Evans, George W. & Honkapohja, Seppo, 2014. "Liquidity traps and expectation dynamics: Fiscal stimulus or fiscal austerity?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 45(C), pages 220-238.
  44. repec:spo:wpecon:info:hdl:2441/9543 is not listed on IDEAS
  45. Orlando Gomes, 2004. "Volatility, Heterogeneous Agents and Chaos," GE, Growth, Math methods, EconWPA 0409010, EconWPA.
  46. Kaufmann, Daniel & Bäurle, Gregor, 2013. "Exchange Rate and Price Dynamics at the Zero Lower Bound," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79872, Verein für Socialpolitik / German Economic Association.
  47. James Bullard, 2013. "EconomicDynamics Interviews James Bullard on policy and the academic world," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 14(2), November.
  48. R. Anton Braun & Yuichiro Waki, 2005. "Monetary Policy during Japan's Lost Decade," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-035, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  49. Stefano Eusepi, 2008. "Central bank transparency and nonlinear learning dynamics," Staff Reports, Federal Reserve Bank of New York 342, Federal Reserve Bank of New York.
  50. Guo, Jang-Ting & Lansing, Kevin J., 2002. "Fiscal Policy, Increasing Returns, And Endogenous Fluctuations," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 6(05), pages 633-664, November.
  51. Marco Airaudo & Luis-Felipe Zanna, 2004. "Endogenous Fluctuations in Open Economies: the Perils of Taylor Rules Revisited," Econometric Society 2004 Latin American Meetings, Econometric Society 80, Econometric Society.
  52. Schmitt-Grohe, Stephanie & Uribe, Martin, 2000. "Price level determinacy and monetary policy under a balanced-budget requirement," Journal of Monetary Economics, Elsevier, Elsevier, vol. 45(1), pages 211-246, February.
  53. R. Kato & S. Nishiyama, 2002. "Optimal Monetary Policy When Interest Rates are Bounded at Zero," Computing in Economics and Finance 2002, Society for Computational Economics 8, Society for Computational Economics.
  54. Jordi Galí & J. David López Salido & Javier Vallés, 2003. "Rule-of-thumb consumers and the design of interest rate rules," Banco de Espa�a Working Papers 0320, Banco de Espa�a.
  55. Christian A. Stoltenberg, 2012. "Real Balance Effects, Timing, and Equilibrium Determination," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44(5), pages 981-994, 08.
  56. Bennett McCallum, 2002. "Inflation Targeting and the Liquidity Trap," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.), Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 9, pages 395-438 Central Bank of Chile.
  57. George W. Evans & Seppo Honkapohja, 2009. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.), Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 2, pages 027-076 Central Bank of Chile.
  58. Gaetano Antinolfi & Costas Azariadis & James B. Bullard, 2007. "Monetary policy as equilibrium selection," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 331-342.
  59. G. Fagiolo & A. Roventini., 2009. "On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 6.
  60. Schabert, Andreas & Stoltenberg, Christian, 2005. "Money Demand and Macroeconomic Stability Revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4974, C.E.P.R. Discussion Papers.
  61. Sugo, Tomohiro & Ueda, Kozo, 2008. "Eliminating a deflationary trap through superinertial interest rate rules," Economics Letters, Elsevier, vol. 100(1), pages 119-122, July.
  62. Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Solving DSGE models with perturbation methods and a change of variables," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(12), pages 2509-2531, December.
  63. Jordi Gali, 2008. "Are Central Banks' Projections Meaningful?," 2008 Meeting Papers 174, Society for Economic Dynamics.
  64. Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2013. "Rational Bubbles and Macroeconomic Fluctuations: The (De-)Stabilizing Role of Monetary Policy," Working Papers halshs-00793063, HAL.
  65. Mitra, Tapan & Nishimura, Kazuo, 2001. "Introduction to Intertemporal Equilibrium Theory: Indeterminacy, Bifurcations, and Stability," Journal of Economic Theory, Elsevier, Elsevier, vol. 96(1-2), pages 1-12, January.
  66. Buiter, Willem H, 2001. "The Liquidity Trap in an Open Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2923, C.E.P.R. Discussion Papers.
  67. Ryuzo Miyao, 2002. "Liquidity Trap and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University 127, Research Institute for Economics & Business Administration, Kobe University.
  68. Jess Benhabib & Stephanie Schmitt-Grohe & Martin Uribe, 2003. "Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability," Proceedings, Federal Reserve Bank of Cleveland, pages 1379-1423.
  69. Andrea Gaunersdorfer & Cars Hommes & Florian O.O. Wagener, 2001. "Bifurcation Routes to Volatility Clustering," Tinbergen Institute Discussion Papers 01-015/1, Tinbergen Institute.
  70. Leith, Campbell & von Thadden, Leopold, 2008. "Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers," Journal of Economic Theory, Elsevier, Elsevier, vol. 140(1), pages 279-313, May.
  71. Bernardino Adão & Isabel Horta Correia & Pedro Teles, 2004. "Monetary Policy with Single Instrument Feedback Rules," Working Papers, Banco de Portugal, Economics and Research Department w200419, Banco de Portugal, Economics and Research Department.
  72. Alexander L. Wolman & Elise A. Couper, 2003. "Potential consequences of linear approximation in economics," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Win, pages 51-67.
  73. Marco Bassetto, 2004. "Negative Nominal Interest Rates," American Economic Review, American Economic Association, American Economic Association, vol. 94(2), pages 104-108, May.
  74. Bennett T. McCallum, 2002. "Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability," NBER Working Papers 9218, National Bureau of Economic Research, Inc.
  75. Stockman, David R., 2007. "Sunspots in a cash-in-advance model: A quantitative assessment," Journal of Macroeconomics, Elsevier, Elsevier, vol. 29(1), pages 123-144, March.
  76. Semmler, Willi & Zhang, Wenlang, 2007. "Asset price volatility and monetary policy rules: A dynamic model and empirical evidence," Economic Modelling, Elsevier, vol. 24(3), pages 411-430, May.
  77. Maik Heinemann, 2003. "Indeterminacy and interest rate rules: The role of fiscal policy," Computing in Economics and Finance 2003 55, Society for Computational Economics.
  78. Bill Dupor, 2000. "Investment and Interest Rate Policy," Econometric Society World Congress 2000 Contributed Papers 0007, Econometric Society.
  79. Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2012. "Discontinuous Initial Value Problems for Functional Differential-Algebraic Equations of Mixed Type," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 12043, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  80. Gilles Dufrénot & Anwar Khayat, 2014. "Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation," AMSE Working Papers 1408, Aix-Marseille School of Economics, Marseille, France, revised Jan 2014.
  81. I A Venetis & I Paya & D Peel, 2009. "ESTAR model with multiple fixed points. Testing and Estimation," Working Papers 599093, Lancaster University Management School, Economics Department.
  82. Thomas Seegmuller & Lise Clain-Chamosset-Yvrard, 2013. "The Stabilizing Virtues of Fiscal vs. Monetary Policy on Endogenous Bubble Fluctuations," AMSE Working Papers 1343, Aix-Marseille School of Economics, Marseille, France, revised 17 Aug 2013.
  83. Chen, Shu-hua & Shaw, Ming-fu & Lai, Ching-chong & Chang, Juin-jen, 2008. "Interest-rate rules and transitional dynamics in an endogenously growing open economy," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(1), pages 54-75, February.
  84. Jess Benhabib & Stephanie Schmitt-Grohe & Martin Uribe, 2004. "Chaotic Interest Rate Rules: Expanded Version," NBER Working Papers 10272, National Bureau of Economic Research, Inc.
  85. Gerhard Sorger, 2005. "Active and Passive Monetary Policy in an Overlapping Generations Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(3), pages 731-748, July.
  86. Willem H. Buiter, 2003. "Deflation: Prevention and Cure," NBER Working Papers 9623, National Bureau of Economic Research, Inc.
  87. Branch, William A. & McGough, Bruce, 2009. "A New Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(5), pages 1036-1051, May.
  88. Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," EconomiX Working Papers 2012-17, University of Paris West - Nanterre la Défense, EconomiX.
  89. Loisel, O., 2006. "Bubble-free interest-rate rules," Working papers, Banque de France 161, Banque de France.
  90. Stefano Eusepi, 2004. "Does Central Bank Transparency Matter for Economic Stability," Computing in Economics and Finance 2004, Society for Computational Economics 176, Society for Computational Economics.
  91. Gauti Eggertsson & Marc P. Giannoni, 2013. "The inflation-output trade-off revisited," Staff Reports, Federal Reserve Bank of New York 608, Federal Reserve Bank of New York.
  92. Jean-Pascal Bénassy & Michel Guillard, 2005. "The Taylor principle and global determinacy in a non Ricardian world," PSE Working Papers halshs-00590558, HAL.
  93. Fiorella De Fiore & Zheng Liu, 2003. "Openness and Equilibrium Determinacy under Interest Rate Rules," Emory Economics, Department of Economics, Emory University (Atlanta) 0310, Department of Economics, Emory University (Atlanta).
  94. Steven Ambler, 2014. "Price-Level Targeting: A Post-Mortem?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 400, February.
  95. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings, Econometric Society 27, Econometric Society.
  96. Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, Princeton University Press, edition 1, volume 1, number 9891.
  97. Gliksberg, Baruch, 2013. "Monetary policy and fiscal limits with no-default," European Economic Review, Elsevier, vol. 64(C), pages 285-304.
  98. repec:lan:wpaper:2372 is not listed on IDEAS
  99. Bennett T. McCallum, 2000. "Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates," NBER Working Papers 7677, National Bureau of Economic Research, Inc.
  100. Iwamoto, Yasushi, 2005. "Monetary and Fiscal Policy to Escape from a Deflationary Trap," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(1), pages 1-46, February.
  101. Galí, Jordi, 2010. "Are Central Banks' Projections Meaningful?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8027, C.E.P.R. Discussion Papers.
  102. Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2013. "The Stabilizing Virtues of Fiscal vs. Monetary Policy on Endogenous Bubble Fluctuations," Working Papers halshs-00854536, HAL.
  103. Jérôme Creel & Paul Hubert, 2008. "Has the Adoption of Inflation Targeting Represented a Regime Switch? Empirical evidence from Canada, Sweden and the UK," Sciences Po publications info:hdl:2441/9543, Sciences Po.
  104. Carrillo, Julio & Fève, Patrick, 2004. "Some Perils of Policy Rule Regression," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 301, Institut d'Économie Industrielle (IDEI), Toulouse.
  105. Bhansali, Vineer & Dorsten, Matthew P. & Wise, Mark B., 2009. "Asymmetric monetary policy and the yield curve," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(8), pages 1408-1425, December.
  106. Norman Loayza & Klaus Schmidt-Hebbel, 2002. "Monetary Policy Functions and Transmission Mechanisms: An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.), Monetary Policy: Rules and Transmission Mechanisms, edition 1, volume 4, chapter 1, pages 001-020 Central Bank of Chile.
  107. Julio A. CARRILLO & Celine POILLY, 2010. "On the Recovery Path during a Liquidity Trap: Do Financial Frictions Matter for Fiscal Multipliers?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2010034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  108. Yoshida, Hiroyuki, 2007. "Monetary policy and economic fluctuations in a sticky-price model," Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 428-439, March.
  109. Klaeffling, Matt & López Pérez, Víctor, 2003. "Inflation targets and the liquidity trap," Working Paper Series, European Central Bank 0272, European Central Bank.
  110. Jordi Gali & Tommaso Monacelli, 1999. "Optimal Monetary Policy and Exchange Rate Volatility in a Small Open Economy," Boston College Working Papers in Economics, Boston College Department of Economics 438, Boston College Department of Economics, revised 15 Nov 1999.
  111. David R. Stockman and Brian E. Raines, 2008. "Euler Equation Branching," Working Papers, University of Delaware, Department of Economics 08-26, University of Delaware, Department of Economics.
  112. Giovanni Bella & Paolo Mattana & Beatrice Venturi, 2013. "Kaldorian assumptions and endogenous fluctuations: a note on Schinasi’s IS–LM model," International Review of Economics, Springer, Springer, vol. 60(1), pages 71-81, March.
  113. Jay H. Levin, 2004. "A model of inflation targeting in an open economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 9(4), pages 347-362.
  114. Gaunersdorfer, Andrea & Hommes, Cars H. & Wagener, Florian O.O., 2008. "Bifurcation routes to volatility clustering under evolutionary learning," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 27-47, July.
  115. Woodford, Michael, 2003. "Comment on: Multiple-solution indeterminacies in monetary policy analysis," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(5), pages 1177-1188, July.
  116. Bodenstein, Martin & Hebden, James & Nunes, Ricardo, 2012. "Imperfect credibility and the zero lower bound," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(2), pages 135-149.
  117. Guender, Alfred V. & Oh, Do Yoon, 2006. "Price stability through price-level targeting or inflation targeting? A tale of two experiments," Journal of Economics and Business, Elsevier, Elsevier, vol. 58(5-6), pages 373-391.
  118. repec:csg:ajrcwp:1304 is not listed on IDEAS
  119. Bennett T. McCallum, 2009. "The Role of "Determinacy" in Monetary Policy Analysis," IMES Discussion Paper Series 09-E-17, Institute for Monetary and Economic Studies, Bank of Japan.
  120. Hirose, Yasuo, 2007. "Sunspot fluctuations ulnder zero nominal interest rates," Economics Letters, Elsevier, vol. 97(1), pages 39-45, October.
  121. Marco Bassetto & Christopher Phelan, 2013. "Speculative Runs on Interest Rate Pegs," NBER Working Papers 18864, National Bureau of Economic Research, Inc.
  122. Koppány, Krisztián, 2007. "Likviditási csapda és deflációs spirál egy inflációs célt követő modellben - a hitelesség szerepe
    [A liquidity trap and deflationary spiral in a model for pursuing an inflation target -
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 974-1003.
  123. repec:nbr:nberwo:14164 is not listed on IDEAS
  124. De Fiore, Fiorella & Liu, Zheng, 2005. "Does trade openness matter for aggregate instability?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(7), pages 1165-1192, July.
  125. repec:hal:wpaper:halshs-00587724 is not listed on IDEAS
  126. David R. Stockman, 2007. "Chaos and Sector-specific Externalities," Working Papers, University of Delaware, Department of Economics 07-17, University of Delaware, Department of Economics.
  127. Kevin Salyer & Kristin Van Gaasback, 2003. "A New Application of Taylor Rules: Model Evaluation," Working Papers, University of California, Davis, Department of Economics 013, University of California, Davis, Department of Economics.
  128. Piero Ferri & Anna Maria Variato, 2007. "Macro Dynamics in a Model with Uncertainty," Working Papers, University of Bergamo, Department of Economics 0704, University of Bergamo, Department of Economics.
  129. Airaudo, Marco & Zanna, Luis-Felipe, 2012. "Interest rate rules, endogenous cycles, and chaotic dynamics in open economies," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(10), pages 1566-1584.
  130. Marco Airaudo & Luis-Felipe Zanna, 2005. "Interest rate rules, endogenous cycles, and chaotic dynamics in open economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 849, Board of Governors of the Federal Reserve System (U.S.).
  131. Kazuo Mino & Jun-ichi Itaya, 2004. "Interest-rate rule and multiple equilibria with endogenous growth," Economics Bulletin, AccessEcon, vol. 5(6), pages 1-8.
  132. Buraschi, Andrea & Jiltsov, Alexei, 2005. "Inflation risk premia and the expectations hypothesis," Journal of Financial Economics, Elsevier, Elsevier, vol. 75(2), pages 429-490, February.
  133. Rym Aloui & Michel Guillard, 2009. "A Simple “Public Debt-Deflation” Theory: Leeper revisited," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne 09-11, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  134. Susanto Basu & Brent Bundick, 2012. "Uncertainty shocks in a model of effective demand," Working Papers, Federal Reserve Bank of Boston 12-15, Federal Reserve Bank of Boston.
  135. Branch, William A. & McGough, Bruce, 2010. "Dynamic predictor selection in a new Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(8), pages 1492-1508, August.
  136. repec:lan:wpaper:2374 is not listed on IDEAS
  137. Charles T. Carlstrom & Timothy S. Fuerst, 2003. "Investment and interest rate policy: a discrete time analysis," Working Paper 0320, Federal Reserve Bank of Cleveland.
  138. Kevin X. D. Huang & Qinglai Meng, 2007. "Capital and macroeconomic instability in a discrete-time model with forward-looking interest rate rules," Working Papers 07-4, Federal Reserve Bank of Philadelphia.
  139. Mehrotra, Aaron & Sánchez-Fung, José R., 2011. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 21(2), pages 207-228, April.
  140. Orlando Gomes, 2004. "A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents," Finance, EconWPA 0409055, EconWPA.
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