Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses.

Nominal interest rate pegging leads to instability in an IS-LM model with a vertical long-run Phillips curve and backward-looking inflation expectations. However, it does not lead to instability in several large multicountry econometric models, apparently primarily because these models have nonverti...

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Bibliografske podrobnosti
Korporativna značnica: International Monetary Fund
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 1988.
Serija:IMF Working Papers; Working Paper ; No. 1988/094
Online dostop:Full text available on IMF