Robust real rate rules

DOI10.3982/ECTA21069MaRDI QIDQ6979790zbMATH OpenFDO

Authors Tom D. Holden

Publication date 23 May 2025

Published in Econometrica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/ECTA21069

zbMATH Keywords

determinacyinflation dynamicsmonetary transmission mechanismrobust monetary rulesTaylor principle

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A New Keynesian model with heterogeneous expectations
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• Diagnostic business cycles
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• Incorporating diagnostic expectations into the New Keynesian framework
• Information aggregation in a financial market with general signal structure
• Interest rate rules under financial dominance
• Lack of confidence, the zero lower bound, and the virtue of fiscal rules
• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
• New perspectives on capital, sticky prices, and the Taylor principle
• On the aggregation of information in competitive markets
• Price-setting behaviour, competition, and markup shocks in the New Keynesian model
• Robust real rate rules
• The perils of Taylor rules

Cited in

(3)

• Robust real rate rules
• Informational inertia and the Taylor principle
• Restoring existence and uniqueness at the effective lower bound with simple fiscal policy

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