Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses:
Nominal interest rate pegging leads to instability in an IS-LM model with a vertical long-run Phillips curve and backward-looking inflation expectations. However, it does not lead to instability in several large multicountry econometric models, apparently primarily because these models have nonverti...
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| Corporate Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington, D.C
International Monetary Fund
1988
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| Series: | IMF Working Papers
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| Online Access: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
| Summary: | Nominal interest rate pegging leads to instability in an IS-LM model with a vertical long-run Phillips curve and backward-looking inflation expectations. However, it does not lead to instability in several large multicountry econometric models, apparently primarily because these models have nonvertical long-run Phillips curves. Nominal interest rate pegging leads to price level and output indeterminacy in a model with staggered contracts and rational expectations. However, when a class of money supply rules with interest rate smoothing is introduced, and interest rate pegging is viewed as the limit of interest rate smoothing, the price level and output are determinate |
| Physical Description: | 1 Online-Ressource (54 p) |
| ISBN: | 1451950616 9781451950618 |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:13:16Z |
| indexdate | 2024-07-10T09:35:24Z |
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| spelling | International Monetary Fund Verfasser aut Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses Washington, D.C International Monetary Fund 1988 1 Online-Ressource (54 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Nominal interest rate pegging leads to instability in an IS-LM model with a vertical long-run Phillips curve and backward-looking inflation expectations. However, it does not lead to instability in several large multicountry econometric models, apparently primarily because these models have nonvertical long-run Phillips curves. Nominal interest rate pegging leads to price level and output indeterminacy in a model with staggered contracts and rational expectations. However, when a class of money supply rules with interest rate smoothing is introduced, and interest rate pegging is viewed as the limit of interest rate smoothing, the price level and output are determinate Online-Ausg International Monetary Fund Sonstige oth http://elibrary.imf.org/view/IMF001/15164-9781451950618/15164-9781451950618/15164-9781451950618.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_auth | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_exact_search | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_exact_search_txtP | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_full | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_fullStr | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_full_unstemmed | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_short | Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses |
| title_sort | nominal interest rate pegging under alternative expectations hypotheses |
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