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Chaotic Interest-Rate Rules. (2002). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Benhabib, Jess.
In: American Economic Review.
RePEc:aea:aecrev:v:92:y:2002:i:2:p:72-78.

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  43. Backward-Looking Interest Rate Rules, Interest Rate Smoothing and Macroeconomic Instability. (2003). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Benhabib, Jess.
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References

References cited by this document

  1. Benhabib, Jess; Schmitt-Grohe´, Stephanie and Uribe, Marti´n. The Perils of Taylor Rules. Journal of Economic Theory, January February 2001a, 96(1), pp. 4069.

  2. Calvo, Guillermo A. On Models of Money and Perfect Foresight. International Economic Review, February 1979, 29(1), pp. 83103.

  3. Carlstrom, Charles and Fuerst, Timothy. Forward vs. Backward-Looking Taylor Rules. Working paper, Federal Reserve Bank of Cleveland, 2000.

  4. Clarida, Richard; Gali´, Jordi and Gertler, Mark. Monetary Policy Rules in Practice: Some International Evidence. European Economic Review, June 1998, 42(6), pp. 103367.

  5. Dupor, Bill. Investment and Interest Rate Policy. Mimeo, University of Pennsylvania, October 1999.

  6. Fischer, Stanley. Money and the Production 5 In terms of the notation of the Yamaguti and Matano (1979) theorem, the values of 1/ of 1/1.75 and 1/1.71 correspond to the constants c1 and c2, respectively.
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  7. Monetary Models. Journal of Monetary Economics, April 2001, 47(2), pp. 28598.
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  8. University of Pennsylvania, 2001d [available online: http://www.econ.upenn.edu/ uribe ].
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