Front Matter
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International Monetary Fund
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Front Matter Page

Research Department

Contents

  • I. Introduction

  • II. Simulation Methodology

  • III. Alternative Policy Rules

    • 1. Uncoordinated rules: money versus nominal income targeting

    • 2. Simple coordinated rules: real and nominal exchange rate targets

  • IV. Simulation Results

    • 1. The form of the reaction functions

    • 2. Simulations of individual shocks

    • 3. Stochastic simulations

  • V. Summary and Conclusions

  • Text Tables

  • 1. Root Mean Square Deviations from Baseline for Various Policy Rules, Historical Shocks

  • 2. Root Mean Square Deviations from Baseline for Various Policy Rules, Generated Shocks 1988-2027

  • Charts

  • Appendix I. Reaction Functions

  • Appendix II. Procedures Used for Simulating MULTIMOD

  • Appendix Table 1. Estimated Autoregressions, and Standard Error of Innovations, 1974-85

  • References

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Simulating the Effects of Some Simple Coordinated versus Uncoordinated Policy Rules
Author:
International Monetary Fund