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Książki na temat „Nominal interest rates”

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Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 20 lutego 2023

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Sprawdź 32 najlepszych książek naukowych na temat „Nominal interest rates”.

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1

Blake, Andrew P. Targetting inflation with nominal interest rates. London: National Institute of Economic and Social Research, 1994.

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2

Fuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.

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3

Fuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.

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4

Fuhrer, Jeffrey C. Modeling long-term nominal interest rates. Boston, Mass: Federal Reserve Bank of Boston, 1995.

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5

Driffill, John. Real interest rates, nominal shocks, and real shocks. London: Centre for Economic Policy Research, 1997.

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6

Chadha, Bankim. Inflation, nominal interest rates and the variability of output. London: Centre for Economic Policy Research, 1994.

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7

Fund, International Monetary, red. Inflation, nominal interest rates and the variability of output. Washington, D.C: International Monetary Fund, 1996.

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8

Chatterjee, Satyajit. On the optimality of eliminating seasonality in nominal interest rates. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1997.

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9

-Amant, Pierre St. Decomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structuralVAR methodology. Ottawa: Bank of Canada, 1996.

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10

Bhundia, Ashok. Sources of nominal exchange rate fluctuations in South Africa. Washington, D.C: International Monetary Fund, African Department, 2003.

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11

St-Amant, Pierre. Decomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology. Ottawa: Bank of Canada, 1996.

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12

St-Amant, Pierre. Decomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology. Ottawa, Ont: Bank of Canada, 1996.

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13

McCallum, Bennett T. Theoretical analysis regarding a zero lower bound on nominal interest rates. Cambridge, MA: National Bureau of Economic Research, 2000.

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14

Amirault, David. The zero bound on nominal interest rates: How important is it? Ottawa, Ont: Bank of Canada, 2001.

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15

Amirault, David. The zero bound on nominal interest rates: How important is it? Ottawa: Bank of Canada, 2001.

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16

Adam, Klaus. Discretionary monetary policy and the zero lower bound on nominal interest rates. Kansas City [Mo.]: Research Division, Federal Reserve Bank of Kansas City, 2005.

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17

Adam, Klaus. Optimal monetary policy under commitment with a zero bound on nominal interest rates. Kansas City [Mo.]: Research Division, Federal Reserve Bank of Kansas City, 2005.

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18

Park, Jae Won. Changing uncertainty and the time-varying risk premia in the term structure of nominal interest rates. Fontainebleau: INSEAD, 1990.

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19

MacDonald, Ronald. Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques. Aberdeen: University of Aberdeen. Department of Economics, 1987.

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20

Robert Miguel W. K. Kollmann. Explaining international comovements of output and asset returns: The role of money and nominal rigidities. [Washington, D.C.]: International Monetary Fund, Research Department, 1999.

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21

Choi, Woon Gyu. Optimal monetary policy in a small open economy with habit formation and nominal rigidities. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2003.

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22

Barr, David. An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds. London: Bank of England, 1995.

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23

Simone, Francisco Nadal-De, i Weshah Razzak. Nominal Exchange Rates and Nominal Interest Rate Differentials. International Monetary Fund, 1999.

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24

Simone, Francisco Nadal-De, i Weshah Razzak. Nominal Exchange Rates and Nominal Interest Rate Differentials. International Monetary Fund, 1999.

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25

Simone, Francisco Nadal-De, i Weshah Razzak. Nominal Exchange Rates and Nominal Interest Rate Differentials. International Monetary Fund, 1999.

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26

Gottschalk, Jan, i Ashok Bhundia. Sources of Nominal Exchange Rate Fluctuations in South Africa. International Monetary Fund, 2003.

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27

Gottschalk, Jan, i Ashok Bhundia. Sources of Nominal Exchange Rate Fluctuations in South Africa. International Monetary Fund, 2003.

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28

Gottschalk, Jan, i Ashok Bhundia. Sources of Nominal Exchange Rate Fluctuations in South Africa. International Monetary Fund, 2003.

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29

Cecchetti, Stephen G. The Case of the Negative Nominal Interest Rates: U.S. Government Securities During the Great Depression (Working Papers, No 429). New York Univ Stern School of, 1987.

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30

Homburg, Stefan. Constrained Credit. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198807537.003.0004.

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Streszczenie:
Chapter 4 considers economies with borrowing constraints. This assumption is motivated by the observation that monetary expansions after the Great Recession did not entail inflation in the expected manner. At the same time, nominal and real interest rates tended to decline in many advanced economies. The text offers an in-depth analysis of credit crunches, liquidity traps, and interest rates at the zero lower bound and demonstrates that borrowing constraints help reconcile theory and evidence. According to the key insight, a binding borrowing constraint detaches money creation from credit creation. In this case, inflation ceases to be a monetary phenomenon, as in standard models, but becomes a credit phenomenon. This finding explains why expansionary monetary policies failed to produce inflation since the Great Recession.
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31

Homburg, Stefan. Framework. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198807537.003.0002.

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Chapter 2 sets out the basic framework. It considers an economy evolving indefinitely in discrete time, with producers, consumers, and a central bank as principal actors. Individuals plan over finite horizons and form expectations according to what they see. Money is conceived of as a commodity that is produced through credit creation rather than distributed by a fancy helicopter. This natural way to represent money is rarely followed in the literature and differs sharply from the usual helicopter drops because it ties money creation to credit creation. The chapter’s upshot is a system of simultaneous equations determining prices, wages, and the nominal interest rate. Using this solution, individuals revise their expectations, and the economy proceeds to the next period. The chapter concludes with functional and numerical specifications for later simulations, the purpose of which is to analyze key economic processes and to derive meaningful results.
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32

Barthélemy, Jean, i Magali Marx. Solving Rational Expectations Models. Redaktorzy Shu-Heng Chen, Mak Kaboudan i Ye-Rong Du. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199844371.013.6.

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This chapter presents theoretical foundations of main methods of solving rational expectations models with a special focus on perturbation approaches. First, it gives some insights into the solution methods for linear models. Second, it shows how to use the perturbation approach for solving nonlinear models. It then documents the limits of this approach. The perturbation approach, though the most common solution method in the macroeconomic literature, is inappropriate in contexts of large fluctuations (large shocks or regime switching) and of strong nonlinearities (e.g., occasionally binding constraints). The former case is illustrated by regime switching models. The latter case is illustrated by a study of existing methods for solving rational expectations models under the zero lower bound constraint, that is, the condition of non-negativity of the nominal interest rate. The chapter concludes with a presentation of global methods available when the perturbation approach fails in solving models.
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