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Citations for "Role of the Minimal State Variable Criterion in Rational Expectations Models"

by Bennett McCallum

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  1. Michele Berardi, 2008. "Fundamentalists vs. chartists: learning and predictor choice dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 104, Economics, The Univeristy of Manchester.
  2. Granato, J. & Guse, E. & Sunny Wong, M.C., 2006. "Learning from the Expectations of Others," Cambridge Working Papers in Economics 0605, Faculty of Economics, University of Cambridge.
  3. Jääskelä, Jarkko P. & Kulish, Mariano, 2010. "The butterfly effect of small open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1295-1304, July.
  4. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
  5. Florin O. Bilbiie & André Meier & Gernot J. Müller, 2008. "What Accounts for the Changes in U.S. Fiscal Policy Transmission?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1439-1470, October.
  6. Stéphane Gauthier, 2004. "Determinacy in Linear Rational Expectations Models," Post-Print hal-00731138, HAL.
  7. Alvaro Aguiar & Inês Drumond, 2007. "Monetary Policy Amplification Effects through a Bank Capital Channel," Money Macro and Finance (MMF) Research Group Conference 2006 47, Money Macro and Finance Research Group.
  8. Andreas Schabert, . "Identifying Monetary Policy Shocks with Changes in Open Market Operations," Working Papers 2003_10, Business School - Economics, University of Glasgow, revised Jun 2003.
  9. McCallum, Bennett T., 2001. "Indeterminacy, bubbles, and the fiscal theory of price level determination," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 19-30, February.
  10. Matthias Brückner & Andreas Schabert, 2004. "Can Money Matter for Interest Rate Policy?," Working Paper Series in Economics 6, University of Cologne, Department of Economics.
  11. Loisel, Olivier, 2009. "Bubble-free policy feedback rules," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1521-1559, July.
  12. Schabert, Andreas, 2005. "Money supply and the implementation of interest rate targets," Working Paper Series 0483, European Central Bank.
  13. McCallum, Bennett T., 2004. "On the relationship between determinate and MSV solutions in linear RE models," Economics Letters, Elsevier, vol. 84(1), pages 55-60, July.
  14. Antonio Moreno, 2003. "Reaching Inflation Stability," Faculty Working Papers 13/03, School of Economics and Business Administration, University of Navarra.
  15. Shamik Dhar & Stephen P Millard, 2000. "A limited participation model of the monetary transmission mechanism in the United Kingdom," Bank of England working papers 117, Bank of England.
  16. Ellison, Martin & Pearlman, Joseph, 2011. "Saddlepath learning," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1500-1519, July.
  17. Martin Ellison & Joseph Pearlman, 2010. " Saddlepath Learning," CDMA Conference Paper Series 0710, Centre for Dynamic Macroeconomic Analysis.
  18. Mash, Richard, 2007. "Endogenous Indexing and Monetary Policy Models," Economics Discussion Papers 2007-36, Kiel Institute for the World Economy.
  19. Seonghoon Cho & Antonio Moreno, 2003. "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers 14/03, School of Economics and Business Administration, University of Navarra.
  20. Milani, Fabio, 2008. "Learning, monetary policy rules, and macroeconomic stability," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
  21. Alexander Meyer-Gohde, 2008. "The Natural Rate Hypothesis and Real Determinacy," SFB 649 Discussion Papers SFB649DP2008-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  22. Andreas Schabert, 2005. "Money Supply and the Implementation of Interest Rate Targets," Tinbergen Institute Discussion Papers 05-059/2, Tinbergen Institute.
  23. Andreas Schabert, 2005. "Money Supply and the Implementation of Interest Rate Targets," Tinbergen Institute Discussion Papers 05-059/2, Tinbergen Institute.
  24. Milani, Fabio, 2007. "Expectations, learning and macroeconomic persistence," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2065-2082, October.
  25. Kai Leitemo, 2004. "Targeting Inflation by Forecast Feedback Rules in Small Open Economies," Computing in Economics and Finance 2004 18, Society for Computational Economics.
  26. Bennett T. McCallum & Edward Nelson, 2004. "Timeless perspective vs. discretionary monetary policy in forward-looking models," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 43-56.
  27. Schabert, Andreas, 2004. "On the Relevance of Open Market Operations," HWWA Discussion Papers 257, Hamburg Institute of International Economics (HWWA).
  28. Eagle, David, 2007. "Revealing the naked truth behind price determinacy, infinite-horizon rational expectations, and inflation targeting," MPRA Paper 1538, University Library of Munich, Germany.
  29. Eagle, David, 2006. "The Eventual Failure and Price Indeterminacy of Inflation Targeting," MPRA Paper 1240, University Library of Munich, Germany, revised 13 Dec 2006.
  30. Jensen, Christian & McCallum, Bennett T., 2002. "The non-optimality of proposed monetary policy rules under timeless perspective commitment," Economics Letters, Elsevier, vol. 77(2), pages 163-168, October.
  31. Berardi, Michele, 2007. "Heterogeneity and misspecifications in learning," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3203-3227, October.
  32. Óscar J. Arce, 2005. "Reflections on fiscalist divergent price-paths," Banco de Espa�a Working Papers 0533, Banco de Espa�a.
  33. Andreas Schabert & Sweder van Wijnbergen, 2006. "Debt, Deficits, and Destabilizing Monetary Policy in Open Economies," Tinbergen Institute Discussion Papers 06-045/2, Tinbergen Institute.
  34. Olivier Loisel, 2004. "Monetary policy rules to preclude booms and busts," Money Macro and Finance (MMF) Research Group Conference 2003 56, Money Macro and Finance Research Group.
  35. Ariane Szafarz, 2010. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," DULBEA Working Papers 10-01.RS., ULB -- Universite Libre de Bruxelles.
  36. Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November.
  37. Driskill, Robert, 2006. "Multiple equilibria in dynamic rational expectations models: A critical review," European Economic Review, Elsevier, vol. 50(1), pages 171-210, January.
  38. James E. Payne & George A. Waters, 2005. "REIT markets: periodically collapsing negative bubbles?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(2), pages 65-69, March.
  39. Andreas Schabert, . "On the Equivalence of Money Growth and Interest Rate Policy," Working Papers 2003_6, Business School - Economics, University of Glasgow, revised Apr 2003.
  40. Petia Ivanova, 2007. "The Fiscal Theory for the Cost Level and Monetarism," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 60-79.
  41. Sujit Kapadia, 2005. "Optimal Monetary Policy under Hysteresis," Economics Series Working Papers 250, University of Oxford, Department of Economics.
  42. Robert A. Driskill, 2002. "A Proposal for a Selection Criterion in a Class of Dynamic Rational Expectations Models with Multiple Equilibria," Vanderbilt University Department of Economics Working Papers 0210, Vanderbilt University Department of Economics.
  43. Cho, Seonghoon & Moreno, Antonio, 2011. "The forward method as a solution refinement in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 257-272, March.
  44. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(05), pages 625-655, November.
  45. Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008. "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Society for Computational Economics, vol. 32(1), pages 163-181, September.
  46. Bennett T. McCallum, 2003. "Multiple-Solution Indeterminacies in Monetary Policy Analysis," NBER Working Papers 9837, National Bureau of Economic Research, Inc.
  47. Klaeffling, Matt, 2003. "Macroeconomic modelling of monetary policy," Working Paper Series 0257, European Central Bank.
  48. Richard Mash, 2003. "A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy," Economics Series Working Papers 173, University of Oxford, Department of Economics.
  49. Böhm, Volker & Vachadze, George, 2008. "Capital accumulation with tangible assets," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 248-257, October.
  50. Francisco Palomino, 2012. "Bond Risk Premiums and Optimal Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 19-40, January.
  51. Sauer, Stephan, 2007. "Discretion rather than rules? When is discretionary policy-making better than the timeless perspective?," Working Paper Series 0717, European Central Bank.
  52. Martin ZUMPE (GREThA UMR CNRS 5113), 2010. "Monetary Policy Rules, Learning and Stability: a Survey of the Recent Literature (In French)," Cahiers du GREThA 2010-01, Groupe de Recherche en Economie Théorique et Appliquée.
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