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Rational expectations:
2002
Title: Dornbusch’s Overshooting Model After Twenty-Five Years
Series: Working Paper No. 2002/039
Date: February 1, 2002
Subject: Demand for money Exchange rates Foreign exchange Monetary base Money Prices Rational expectations Real exchange rates Sticky prices
1996
Title: A Robust and Efficient Method for Solving Nonlinear Rational Expectations Models
Series: Working Paper No. 1996/106
Date: September 1, 1996
Subject: Economic theory Exchange rates Financial services Foreign exchange Long term interest rates Rational expectations Short term interest rates
1994
Title: Realignment Expectations, Forward Rate Bias, and Sterilized Intervention in an Adjustable Peg Exchange Rate Model with Policy Optimization
Series: Working Paper No. 1994/020
Date: February 1, 1994
Notes: Also published in Staff Papers, Vol. 41, No. 3, September 1994.
Subject: Exchange rates Foreign exchange International reserves Rational expectations Return on investment
Title: Long Memory Processes and Chronic Inflation: Detecting Homogeneous Components in a Linear Rational Expectation Model
Series: Working Paper No. 1994/002
Date: January 1, 1994
Notes: The empirical analysis for six countries, Argentina, Brazil, Bolivia, Chile, Peru, and Former Socialist Federal Republic of Yugoslavia is included. Also published in Staff Papers, Vol. 41, No. 3, September 1994.
Subject: Economic theory Fiscal policy Hyperinflation Inflation Monetary base Money Prices Rational expectations
1992
Title: A Simple Forecasting Accuracy Criterion Under Rational Expectations: Evidence From the World Economic Outlook and Time Series Models
Series: Working Paper No. 1992/048
Date: June 1, 1992
Subject: Economic forecasting Economic sectors Economic theory Industrial sector Inflation Prices Production Production growth Rational expectations
Title: Contacts, Credibility and Common Knowledge: Their Influenceon Inflation Convergence
Series: Working Paper No. 1992/026
Date: March 1, 1992
Notes: Also published in Staff Papers, Vol. 40, No. 1, March 1993.
Subject: Conventional peg Economic theory Exchange rates Foreign exchange Inflation Inflation persistence Prices Rational expectations
1991
Title: Efficient Arbitrage Under Financial Indexation: The Case of Chile
Series: Working Paper No. 1991/049
Date: May 1, 1991
Notes: Also published in Staff Papers, Vol. 39, No. 1, March 1992.
Subject: Economic theory Financial services Inflation Prices Rational expectations Real interest rates
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