A note on monetary policy, asset prices, and model uncertainty

DOI10.1017/S1365100510000787MaRDI QIDQ2843396zbMATH OpenOpenAlexFDO

Authors Meixing Dai, Eleftherios Spyromitros

Publication date 22 August 2013

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100510000787

zbMATH Keywords

asset pricesmacro-financial stabilitymodel uncertaintymonetary policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

Recommendations

• ROBUST MONETARY POLICY IN THE NEW KEYNESIAN FRAMEWORK
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Cites work

• Robust monetary policy in a small open economy
• Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
• Solution of macromodels with Hansen-Sargent robust policies: some extensions

Cited in

(4)

• Financial stability under model uncertainty
• Monetary policy transmission in a model with animal spirits and house price booms and busts
• Inflation and uncertainty in New Keynesian models: a note
• Robust monetary policy with the consumption-wealth channel

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