Interest rate policy in continuous time with discrete delays.: An article from: Journal of Money, Credit & Banking
Book Details
Author(s)Jess Benhabib
PublisherOhio State University Press
ISBN / ASINB00096XTA8
ISBN-13978B00096XTA9
AvailabilityAvailable for download now
Sales Rank99,999,999
MarketplaceUnited States 🇺🇸
Description
This digital document is an article from Journal of Money, Credit & Banking, published by Ohio State University Press on February 1, 2004. The length of the article is 7323 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
From the author: JEL codes: E52, E31, E63 Keywords: Taylor rules, indeterminacy, delay.
Citation Details
Title: Interest rate policy in continuous time with discrete delays.
Author: Jess Benhabib
Publication:Journal of Money, Credit & Banking (Refereed)
Date: February 1, 2004
Publisher: Ohio State University Press
Volume: 36 Issue: 1 Page: 1(15)
Distributed by Thomson Gale
From the author: JEL codes: E52, E31, E63 Keywords: Taylor rules, indeterminacy, delay.
Citation Details
Title: Interest rate policy in continuous time with discrete delays.
Author: Jess Benhabib
Publication:Journal of Money, Credit & Banking (Refereed)
Date: February 1, 2004
Publisher: Ohio State University Press
Volume: 36 Issue: 1 Page: 1(15)
Distributed by Thomson Gale
More Books by Jess Benhabib
