Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions

DOI10.1007/s10614-008-9136-4zbMath1142.91707OpenAlexW2084445506MaRDI QIDQ943966

Mariacristina Uberti, Simone Casellina

Publication date: 12 September 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-008-9136-4

zbMATH Keywords

Taylor ruleRational expectationsInterest rate dynamicsPolicy function

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Transition from the Taylor rule to the zero lower bound

Cites Work

• Unnamed Item
• A dynamic general disequilibrium model of a sequential monetary production economy
• Solving for optimal simple rules in rational expectations models
• Optimal Interest-Rate Smoothing

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