Some observations on the high-frequency versions of a standard New-Keynesian model

DOI10.1111/J.1467-8586.2012.00440.XzbMATH Open1279.91117OpenAlexW1663715366MaRDI QIDQ2870079FDOQ2870079

Authors: Reiner Franke, Stephen Sacht 

Publication date: 17 January 2014

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/33358/2/MPRA_paper_33358.pdf

Recommendations

• Consistent high-frequency calibration
• Indeterminacy and period length under balanced budget rules
• Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation
• Heterogeneous expectations in monetary DSGE models
• Pricing policies and inflation dynamics

zbMATH Keywords

impulseresponse functionsFoley's methodological precepthigh-frequency modellinghybrid New-Keynesian model

Mathematics Subject Classification ID

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

Cites Work

• Indeterminacy and increasing returns
• A sunspot paradox

Cited In (1)

• Consistent high-frequency calibration

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