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On the Optimality of Interest Rate Smoothing.
Rebelo, S.; Xie, D. - University of Rochester - Center for Economic Research … - 1996
In this paper, we study some continuous-time cash-in-advanced models in which interest rate smoothing is optimal. We consider both deterministic and stochastic models.
Persistent link: https://www.econbiz.de/10005808110
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Short-Run Independence of Monetary Policy Under Pagged Exchange Rates and Effects of Money on Exchange Rates and Interest Rates.
Stockman, A.C.; Ohnian, L.E. - University of Rochester - Center for Economic Research … - 1993
Persistent link: https://www.econbiz.de/10005808112
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MULTIPLE AND SUNSPOT EQUILIBRIA UNDER INTEREST RATE AND MONEY SUPPLY RULES.
SMITH, B.D. - University of Rochester - Center for Economic Research … - 1989
Persistent link: https://www.econbiz.de/10005808183
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INTEREST RATE RULES AND NOMINAL DETERMINACY.
BOYD III, J.H.; DOTSEY, M. - University of Rochester - Center for Economic Research … - 1990
Persistent link: https://www.econbiz.de/10005808186
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INTEREST ON RESERVES AND SUNSPOT EQUILIBRIA: FRIEDMAN'S PROPOSAL RECONSIDERED
SMITH, B.D. - University of Rochester - Center for Economic Research … - 1988
Persistent link: https://www.econbiz.de/10005808197
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Cotrending and the Stationarity of the Real Interest Rate.
Chapman, D.A. - University of Rochester - Center for Economic Research … - 1992
Persistent link: https://www.econbiz.de/10005503978
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WORLD REAL INTEREST RATES.
BARRO, R.J.; MARTIN, X.S. - University of Rochester - Center for Economic Research … - 1990
Persistent link: https://www.econbiz.de/10005698189