MONETARY POLICY REGIME SWITCHES AND MACROECONOMIC DYNAMICS*

DOI10.1111/IERE.12153zbMath1404.91214OpenAlexW2582155180MaRDI QIDQ2802715

Andrew T. Foerster

Publication date: 27 April 2016

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/iere.12153

zbMATH Keywords

inflationmacroeconomic dynamicsTaylor principlemonetary policy regime switches

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic dynamics (91B55)

Related Items (5)

High trend inflation and passive monetary detours ⋮ Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR ⋮ Unconventional monetary policy in a nonlinear quadratic model ⋮ Monetary policy switching and indeterminacy ⋮ Time-varying rational expectations models

Cites Work

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• Minimal state variable solutions to Markov-switching rational expectations models
• Understanding Markov-switching rational expectations models
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Does trade openness matter for aggregate instability?
• Sources of macroeconomic fluctuations: A regime-switching DSGE approach
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

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