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Recursos bibliográficos en papel y digitales - - libros, artículos de revistas,
ponencias de eventos, etc. -
» Resultado:
5 registros
Registro 1 de 5 |
Autor: |
Romer, Christina-D - Romer, David-H |
Título: |
Federal Reserve Information and the Behavior of Interest Rates |
Fuente: |
American Economic Review. v.90, n.3. American Economic Association |
Páginas: |
pp. 429-57 |
Año: |
June 2000 |
Resumen: |
This paper tests for the existence of asymmetric information between the Federal Reserve and the public by examining Federal Reserve and commercial inflation forecasts. It demonstrates that the Federal Reserve has considerable information about inflation beyond what is known to commercial forecasters. It also shows that monetary-policy actions provide signals of the Federal Reserve’s information and that commercial forecasters modify their forecasts in response to those signals. These findings may explain why long-term interest rates typically rise in response to shifts to tighter monetary policy. |
Solicitar por: |
HEMEROTECA A + datos de Fuente |
Registro 2 de 5 |
Autor: |
Romer, David - |
Título: |
Do Students Go to Class? Should They? |
Fuente: |
Journal of Economic Perspectives. v.7, n.3. American Economic Association |
Páginas: |
pp. 167-74 |
Año: |
summer 1993 |
Solicitar por: |
HEMEROTECA J + datos de Fuente |
Registro 3 de 5 |
Autor: |
Romer, David - |
Título: |
The New Keynesian Synthesis |
Fuente: |
Journal of Economic Perspectives. v.7, n.1. American Economic Association |
Páginas: |
pp. 5-22 |
Año: |
winter 1993 |
Solicitar por: |
HEMEROTECA J + datos de Fuente |
Registro 4 de 5 |
Autor: |
Romer, David - |
Título: |
Rational Asset-Price Movements without News |
Fuente: |
American Economic Review. v.83, n.5. American Economic Association |
Páginas: |
pp. 1112-30 |
Año: |
Dec. 1993 |
Resumen: |
This paper argues that an important part of movements in asset prices may be caused by neither external news nor irrationality but by the revelation of information by the trading process itself. Two models are developed that illustrate this general idea. One model is based on investor uncertainty about the quality of other investors’ information; the other is based on dispersion of information and small costs to trading. The analysis is used to suggest a possible rational explanation of the October 1987 crash. |
Solicitar por: |
HEMEROTECA A + datos de Fuente |
Registro 5 de 5 |
Autor: |
Ball, Laurence - Romer, David - |
Título: |
Sticky Prices as Coordination Failure |
Fuente: |
American Economic Review. v.81, n.3. American Economic Association |
Páginas: |
pp. 539-52 |
Año: |
June 1991 |
Resumen: |
This paper links the "coordination failure" and "menu cost" approaches to the microeconomic foundations of Keynesian macroeconomics. If a firm’s desired price is increasing in others’ prices, then the gain from price adjustment after a nominal shock is greater if others adjust. This "strategic complementarity" leads to multiple equilibria in the degree of rigidity. Welfare may be much higher in the equilibria with less rigidity. Thus, nominal rigidity arises from a failure to coordinate price changes. |
Solicitar por: |
HEMEROTECA A + datos de Fuente |
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