Verfügbarkeit: Simple Monetary Policy Rules Under Model Uncertainty

Simple Monetary Policy Rules Under Model Uncertainty:

Using stochastic simulations and stability analysis, the paper compares how different monetary rules perform in a moderately nonlinear model with a time-varying nonaccelerating-inflation-rate-of-unemployment (NAIRU). Rules that perform well in linear models but implicitly embody backward-looking mea...

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1. Verfasser:	Eliasson, Ann-Charlotte (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1999
Schriftenreihe:	IMF Working Papers Working Paper No. 99/75
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 URL des Erstveröffentlichers
Zusammenfassung:	Using stochastic simulations and stability analysis, the paper compares how different monetary rules perform in a moderately nonlinear model with a time-varying nonaccelerating-inflation-rate-of-unemployment (NAIRU). Rules that perform well in linear models but implicitly embody backward-looking measures of real interest rates (such as conventional Taylor rules) or substantial interest rate smoothing perform very poorly in models with moderate nonlinearities, particularly when policymakers tend to make serially correlated errors in estimating the NAIRU. This challenges the practice of evaluating rules within linear models, in which the consequences of responding myopically to significant overheating are extremely unrealistic
Beschreibung:	1 Online-Ressource (60 p)
ISBN:	1451849710 9781451849714

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spelling	Eliasson, Ann-Charlotte Verfasser aut Simple Monetary Policy Rules Under Model Uncertainty Eliasson, Ann-Charlotte Washington, D.C International Monetary Fund 1999 1 Online-Ressource (60 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 99/75 Using stochastic simulations and stability analysis, the paper compares how different monetary rules perform in a moderately nonlinear model with a time-varying nonaccelerating-inflation-rate-of-unemployment (NAIRU). Rules that perform well in linear models but implicitly embody backward-looking measures of real interest rates (such as conventional Taylor rules) or substantial interest rate smoothing perform very poorly in models with moderate nonlinearities, particularly when policymakers tend to make serially correlated errors in estimating the NAIRU. This challenges the practice of evaluating rules within linear models, in which the consequences of responding myopically to significant overheating are extremely unrealistic Online-Ausg Isard, Peter Sonstige oth Laxton, Douglas Sonstige oth http://elibrary.imf.org/view/IMF001/06236-9781451849714/06236-9781451849714/06236-9781451849714.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Eliasson, Ann-Charlotte Simple Monetary Policy Rules Under Model Uncertainty
title	Simple Monetary Policy Rules Under Model Uncertainty
title_auth	Simple Monetary Policy Rules Under Model Uncertainty
title_exact_search	Simple Monetary Policy Rules Under Model Uncertainty
title_exact_search_txtP	Simple Monetary Policy Rules Under Model Uncertainty
title_full	Simple Monetary Policy Rules Under Model Uncertainty Eliasson, Ann-Charlotte
title_fullStr	Simple Monetary Policy Rules Under Model Uncertainty Eliasson, Ann-Charlotte
title_full_unstemmed	Simple Monetary Policy Rules Under Model Uncertainty Eliasson, Ann-Charlotte
title_short	Simple Monetary Policy Rules Under Model Uncertainty
title_sort	simple monetary policy rules under model uncertainty
url	http://elibrary.imf.org/view/IMF001/06236-9781451849714/06236-9781451849714/06236-9781451849714.xml
work_keys_str_mv	AT eliassonanncharlotte simplemonetarypolicyrulesundermodeluncertainty AT isardpeter simplemonetarypolicyrulesundermodeluncertainty AT laxtondouglas simplemonetarypolicyrulesundermodeluncertainty

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