Browsing Working Papers (Economics) by Subject "Monetary policy -- Mathematical models"

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Financial market conditions, real time, nonlinearity and European Central Bank monetary policy : in-sample and out-of-sample assessment

Naraidoo, Ruthira; Milas, Costas (University of Pretoria, Department of Economics, 2009-10)

We explore how the ECB sets interest rates in the context of policy reaction functions. Using both real-time and revised information, we consider linear and nonlinear policy functions in inflation, output and a measure of ...
Misalignment in the growth-maximizing policies under alternative assumptions of tax evasion

Gupta, Rangan; Ziramba, Emmanuel (University of Pretoria, Department of Economics, 2008-06)

Using an overlapping generations monetary endogenous growth model, we analyze the possible misalignment in the growth-maximizing policies if tax evasion is assumed to be exogenous instead of being treated as a behavioral ...

Now showing items 1-2 of 2

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