Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?
Author:
Funder
Precursory Research for Embryonic Science and Technology
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
http://link.springer.com/content/pdf/10.1007/s10690-019-09293-1.pdf
Reference17 articles.
1. Adam, K., & Billi, R. M. (2006). Optimal monetary policy under commitment with a zero bound on nominal interest rates. Journal of Money, Credit, and Banking, 38(7), 1877–1905. https://doi.org/10.1353/mcb.2006.0089.
2. Adam, K., & Billi, R. M. (2007). Discretionary monetary policy and the zero lower bound on nominal interest rates. Journal of Monetary Economics, 54(3), 728–752. https://doi.org/10.1016/j.jmoneco.2005.11.003.
3. Benhabib, J., Schmitt-Grohé, S., & Uribe, M. (2001). The perils of taylor rules. Journal of Economic Theory, 96(1–2), 40–69.
4. Blanchard, O., & Kahn, C. (1980). The solution of linear difference models under rational expectations. Econometrica: Journal of the Econometric Society, 48(5), 1305–1311.
5. Bullard, J. B. (2010). Seven faces of “the peril”. Review, Federal Reserve Bank of St. Louis, 92, 339–352.
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