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Term Structures of Inflation Expectations and Real Interest Rates:The Effects of Unconventional Monetary Policy
Term Structures Inflation Expectations Real Interest Rates Unconventional Monetary Policy
2015/9/18
Ináation expectations have recently received increased interest because of the uncertainty created by the Federal Reserveís unprecedented reaction to the Great Recession.The effect of this reaction on...
Stabilizing Powers of Monetary Policy under Rational Expectations
Stabilizing Powers Monetary Policy Rational Expectations
2015/8/5
The potential of monetary policy to stabilize fluctuations in output and
employment is demonstrated in a stochastic rational expectations model
in which firms choose, considering average profitabili...
There has probably never been a consensus among economists about
the role of expectations in formulating monetary policy. Today two
widely different views seem to dominate policy research and practi...
Simulations of the Current Account in a Multicountry Rational Expectations Econometric Model
Current Account Econometric Model
2015/8/4
Simulations of the Current Account in a Multicountry Rational Expectations Econometric Model.
Expectations, Open Market Operations, and Changes in the Federal Funds Rate
Expectations Open Market Operations
2015/8/3
The process through which Federal Reserve
decisions about monetary policy are transmitted
to the federal funds market has changed
significantly in recent years. In 1994 the Federal
Open Market Com...
A Macroeconomic Policy Game for a Monetary Union with Adaptive Expectations
Dynamic game Nash equilibrium Pareto solution Macroeconomics .
2011/8/21
We consider a dynamic game model of a two-country monetary union. Governments (fiscal policies) pursue national goals while the common central bank’s monetary policy aims at union-wide objectives. For...
Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?
expectations monetary policy Federal funds futures exchange rates
2011/8/21
This paper addresses whether exchange rates respond to changes in expectations of future U.S. monetary policy when no actual monetary policy changes occur. We employ data on Federal funds futures cont...
Measuring expectations in options markets: An application to the SP500 index
Nonparametric Bayes Dependent Dirichlet process European Options Implied Prices
2010/10/29
Extracting market expectations has always been an important issue when making national
policies and investment decisions in financial markets. In option markets, the most popular way has been to extr...
Nonlinear Inflation Expectations and Endogenous Fluctuations
Monetary policy Taylor rule inflation expectations
2010/12/6
The standard new Keynesian monetary policy problem is presentable as a set of linearized equations, for values of endogenous variables relatively close to their steady-state. As a result, only three p...
We construct a time-consistent sublinear expectation in the setting of volatility uncertainty. This mapping extends Peng's G-expectation by allowing the range of the volatility uncertainty to be stoc...