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Optimal stabilisation policies under perfect foresight

Stemp, Peter J.; Turnovsky, Stephen J. - In: Applied decision analysis and economic behaviour, (pp. 3-22). 1984

Persistent link: https://www.econbiz.de/10002853892

Book reviews

Färe, R.; Shorrocks, A.; Giovannini, A.; Stemp, P.; … - In: Journal of Economics 60 (1994) 1, pp. 109-124

Persistent link: https://www.econbiz.de/10005680108

Book reviews

Stemp, P.; Kolm, S.; Grosskopf, S.; Bureau, J.; Petit, P.; … - In: Journal of Economics 66 (1997) 1, pp. 88-101

Persistent link: https://www.econbiz.de/10005715465

Guest Editorial: Introduction

Stemp, Peter - In: Computational Economics 28 (2006) 2, pp. 89-89

Persistent link: https://www.econbiz.de/10005542286

Optimal money supply rules under asymmetric objective criteria

Stemp, Peter - In: Journal of Economics 57 (1993) 3, pp. 215-232

Persistent link: https://www.econbiz.de/10005715487

The government's time discount rate: Choices and consequences in a dynamic framework

Stemp, Peter - In: Journal of Economics 67 (1998) 3, pp. 265-285

Persistent link: https://www.econbiz.de/10005715608

The Indeterminacy of the Optimal Aggregate for Stabilization Policy under Rational Expectations - L’indeterminatezza dell’aggregato monetario ottimale per la politica di stabilizzazione in presenza di aspettative razionali

Wohar, Mark; Stemp, Peter - In: Economia Internazionale / International Economics 42 (1989) 3-4, pp. 258-278

Il lavoro considera le aspettative razionali e una funzione di offerta secondo Lucas in un modello stocastico IS-ML al fine di determinare una combinazione ottimale fra valuta e titoli. L’analisi è costruita sulla base del modello elaborato da Roper e Turnovsky (1980). Un risultato...

Persistent link: https://www.econbiz.de/10008509256

Solving Non-Linear Models with Saddle-Path Instabilities

Stemp, Peter; Herbert, Ric - In: Computational Economics 28 (2006) 2, pp. 211-231

Persistent link: https://www.econbiz.de/10005701629

Exploiting Model Structure to Solve the Dynamics of a Macro Model

Herbert, Ric; Stemp, Peter - In: Computational Economics 21 (2003) 3, pp. 203-207

This paper considers alternative numerical approaches to solvingthe time-path of a nonlinear representative agent model. Copyright Kluwer Academic Publishers 2003

Persistent link: https://www.econbiz.de/10005701764

Stability Properties of Fiscal/Monetary Policy Interactions Under Alternative Discounting Assumptions

Stemp, Peter - Society for Computational Economics - SCE

Persistent link: https://www.econbiz.de/10005132765