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The welfare cost of inflation with banking time
Gillman, Max - 2018
The paper presents the welfare cost of inflation in a banking time economy that models exchange credit through a bank … welfare cost of a 10% inflation rate instead of zero, for comparison to other estimates, as well as the cost of a 2% inflation … rate instead of a zero inflation rate. The zero rate is specified as the US inflation rate target in the 1978 Employment …
Persistent link: https://www.econbiz.de/10012012509
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Effects of Covid-19 on Euro Area GDP and inflation : demand vs. supply disturbances
Kollmann, Robert - 2021
Persistent link: https://www.econbiz.de/10012581941
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Monetary policy disturbance in India : the relationships among money, output and prices
Sharma, Apica; Nurudeen, Ibrahim - In: The Indian economic journal 67 (2019) 3/4, pp. 246-257
Persistent link: https://www.econbiz.de/10012390851
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The best of rules and discretion : a case for nominal GDP targeting in India
Bhandari, Pranjul; Frankel, Jeffrey A. - 2014
Persistent link: https://www.econbiz.de/10010417580
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Euler equations and money market interest rates : the role of monetary policy and risk premium shocks
Gareis, Johannes; Mayer, Eric - In: Economics letters 120 (2013) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10009760498
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Money market rates and implied CCAPM rates : some international evidence
Ahmad, Yamin - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 699-729
Persistent link: https://www.econbiz.de/10003099291
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Money market rates and implied CCAPM rates : some international evidence
Ahmad, Yamin (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717874
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Euler equations and money market interest rates : the role of monetary and risk premium shocks
Gareis, Johannes; Mayer, Eric - 2012
This paper challenges the view that the observed negative correlation between the Federal Funds rate and the interest rate implied by consumption Euler equations is systematically linked to monetary policy. By using a Monte Carlo experiment, we show that stochastic risk premium disturbances have...
Persistent link: https://www.econbiz.de/10009656105
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Output comovement and inflation dynamics in a two-sector model with durable goods : the role of sticky information and heterogeneous factor markets
Kitamura, Tomiyuki; Takamura, Tamon - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 313-331
Persistent link: https://www.econbiz.de/10012819598
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Assessment of the nature of the pandemic shock: implications for monetary policy
Babeckaja-Kucharcǔk, Oksana A.; Brůha, Jan; Král, Petr; … - 2022
Persistent link: https://www.econbiz.de/10013460216