Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability
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Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability

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Published by National Bureau of Economic Research in Cambridge, Mass .
Written in English

Subjects:

  • Monetary policy -- Econometric models,
  • Interest rates -- Econometric models,
  • Economic forecasting -- Econometric models

Book details:

Edition Notes

StatementJess Banhabib [sic], Stephanie Schmitt-Grohé, Martín Uribe.
SeriesNBER working paper series -- no. 9558., Working paper series (National Bureau of Economic Research) -- working paper no. 9558.
ContributionsSchmitt-Grohe, Stephanie., Uribe, Martin., National Bureau of Economic Research.
The Physical Object
Pagination40 p. :
Number of Pages40
ID Numbers
Open LibraryOL17611081M
OCLC/WorldCa51985126

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Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing,and Macroeconomic Instability Article in Journal of money credit and banking 35(6b) February with 51 Reads. BibTeX @MISC{Benhabib03backward-lookinginterest-rate, author = {Jess Benhabib and Stephanie Schmitt-Grohé and Martín Uribe}, title = {Backward-Looking Interest-Rate Rules, Interest Rate Smoothing, And Macroeconomic Instability}, year = {}}. BibTeX @INPROCEEDINGS{Benhabib01backward-lookinginterest-rate, author = {Jess Benhabib and Stephanie Schmitt-grohé and Martín Uribe and Interest-rate Rules and Interest Rate and Smoothing We and Chuck Carlstrom and Dale Henderson and Seminar Participants}, title = {Backward-looking interest-rate rules, interest rate smoothing and macroeconomic instability}, booktitle = {CEPR .   Backward-Looking Interest Rate Rules, Interest Rate Smoothing and Macroeconomic Instability. CEPR Discussion Paper No. Number of pages: 45 Posted: 06 Aug Downloads Date Written: Febru Abstract.

Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability The existing literature on the stabilizing properties of interest-rate feedback rules has stressed the perils of linking interest rates to forecasts of future inflation. Such rules have been found to give rise to aggregate fluctuations. Backward-Looking Interest-Rate Rules, Interest Rate Smoothing, and Macroeconomic Instability∗ Jess Benhabib New York University Stephanie Schmitt-Groh´e Rutgers University, CEPR, and NBER Mart´ın Uribe University of Pennsylvania and NBER This . Jess Benhabib & Stephanie Schitt-Grohe & Martin Uribe, "Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability," PIER Working Paper Archive , Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 14 Feb Backward-looking interest-rate rules, interest rate.

Enter the password to open this PDF file: Cancel OK. File name: . Suggested citation: Carlstrom, Charles, and Timothy Fuerst, "Comments on Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability,” Federal Reserve Bank of Cleveland, Working Paper, no. Cited by: 3. Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability. By Jess Benhabib, Stephanie Schmitt-Grohe and Martin Uribe. Abstract. The existing literature on the stabilizing properties of interest-rate feedback rules has stressed the perils of linking interest rates to forecasts of future inflation. Such rules. Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability. By Jess Behabib, Stephanie Schmitt-Grohe and Martin Uribe. Get PDF ( KB) Abstract. The existing literature on the stabilizing properties of interest-rate feedback rules has stressed the perils of linking interest rates to forecasts of future.