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Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach - the sequential filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential filter can produce valuable signals of cyclical peaks and troughs in interest rates. The analysis focusses on US interest rates from April 1953 to December 1988.

Interest rates. --- Business cycles. --- Economic cycles --- Economic fluctuations --- Cycles --- Money market rates --- Rate of interest --- Rates, Interest --- Interest

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Banks and banking. --- Interest rates. --- Liquidity (Economics). --- Liquidity (Economics) --- Interest rates --- Banks and banking --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Money market rates --- Rate of interest --- Rates, Interest --- Assets, Frozen --- Frozen assets --- Finance --- Financial institutions --- Money --- Interest

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Money. Monetary policy --- politique monetaire --- pays industrialises --- monetair beleid --- geindustrialiseerde landen --- E-working papers --- Bank reserves --- Banks and banking, Central --- Interest rates --- Monetary policy --- Monetary management --- Economic policy --- Currency boards --- Money supply --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Banker's banks --- Banks, Central --- Central banking --- Central banks --- Banks and banking --- Reserves, Bank --- Security reserve requirements --- Reserves (Accounting)

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International finance --- Interest rate swaps. --- Dollar, American. --- swaps --- dollar --- Interest rates --- -Swaps (Finance) --- AA* / International - Internationaal --- 333.451.2 --- 333.830 --- Swap financing --- Derivative securities --- Finance --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Deviezen op termijn. --- Theorieën en algemeenheden over geldrente. --- Working papers --- Dollar, American --- Interest rate swaps --- American dollar --- Deviezen op termijn --- Theorieën en algemeenheden over geldrente --- Swaps (Finance) --- Money

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The last decades have witnessed major progress in both monetary policy theory and practice, with broad academic consensus on the desirability of monetary policy rules and ongoing research on their exact specification. Typically, the analysis is carried out in a New Keynesian framework with nominal rigidities and constant capital stock. The latter represents a constraint that this study seeks to overcome by introducing a model with investment and capital adjustment costs. The work assesses different interest-rate rule specifications with respect to the target variables included, based on two criteria: determinacy of rational-expectations equilibrium and convergence to steady state after a shock. The study concludes that rules with both an inflation and an output gap target ensure a unique rational-expectations equilibrium and a less distressful adjustment of the economy after the occurrence of shocks.

Interest rates. --- Monetary policy. --- Keynesian economics. --- Post-Keynesian economics --- Monetary management --- Money market rates --- Rate of interest --- Rates, Interest --- Schools of economics --- Economic policy --- Currency boards --- Money supply --- Interest --- Interest rates --- Monetary policy --- Keynesian economics --- E-books --- Framework --- Inflation-targeting --- Investment --- Keynesian --- Pavlova --- Rate --- rational-expectations equilibrium --- Rules --- Taylor principle --- with