Monetary policy and sunspot fluctuations in the United States and the euro area
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Publication:2843397
DOI10.1017/S1365100510001008zbMATH Open1270.91059MaRDI QIDQ2843397FDOQ2843397
Authors: Yasuo Hirose 
Publication date: 22 August 2013
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
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Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Special types of economic equilibria (91B52)
Cites Work
- Solving linear rational expectations models
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Methods to estimate dynamic stochastic general equilibrium models
- The Solution of Linear Difference Models under Rational Expectations
- Option pricing with an illiquid underlying asset market
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy
- Understanding Markov-switching rational expectations models
- Computing sunspot equilibria in linear rational expectations models
Cited In (8)
- ON SUNSPOTS, HABITS, AND MONETARY FACTS
- Introduction to sunspots in macroeconomics
- An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach
- Monetary policy and stable indeterminacy with inertia
- Erratum to ``Sunspot fluctuations under zero nominal interest rates [Economics Letters 97 (2007) 39-45]
- Shocks, structures or monetary policies? The euro area and US after 2001
- Sunspot fluctuations under zero nominal interest rates
- Money growth targeting and indeterminacy in small open economies
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