Monetary policy and indeterminacy after the 2001 slump

DOI10.1016/j.jedc.2017.05.003zbMath1401.91351OpenAlexW3122336428MaRDI QIDQ1655684

Firmin Doko Tchatoka, Nicolas Groshenny, Mark Weder, Qazi Haque

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2440/109149

zbMATH Keywords

Taylor rulesindeterminacygreat deviation

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

The evolution of U.S. monetary policy: 2000--2007 ⋮ Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation

Cites Work

• Calvo vs. Rotemberg in a trend inflation world: an empirical investigation
• The dynamics of US inflation: can monetary policy explain the changes?
• Computing sunspot equilibria in linear rational expectations models
• The evolution of U.S. monetary policy: 2000--2007
• Does it matter (for equilibrium determinacy) what price index the central bank targets?
• Multiple filtering devices for the estimation of cyclical DSGE models
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Fitting U.S. Trend Inflation: A Rolling-Window Approach

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