Journal of Monetary Economics

1975 - 2025

Current editor(s): R. G. King and C. I. Plosser

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Long- and short-term interest rates in a risky world pp. 485-518: Angelo Mascaro and Allan Meltzer
Indexing and inflation pp. 519-541: Stanley Fischer
Expectations, the exchange rate, and the current account pp. 543-569: Jeremy Greenwood
The standard of living debate, rational expectations, and neutrality: Some evidence from the industrial revolution pp. 571-593: David M. Modest and Bruce D. Smith
The indicator properties of the St. Louis monetary base pp. 595-603: Manfred J. M. Neumann
Government borrowing and monetary accommodation pp. 605-616: Stuart Allen and Michael D. Smith

Discount window borrowing, monetary policy, and the post-October 6, 1979 federal reserve operating procedure pp. 343-356: Marvin Goodfriend
Monetary instruments and policy rules in a rational expectations environment pp. 357-382: Michael Dotsey and Robert King
Staggered prices in a utility-maximizing framework pp. 383-398: Guillermo Calvo
Monetary and commercial policy in a two-country flexible exchange rate model with perfect capital mobility pp. 399-416: Slobodan Djajic
An analysis of intra-industry differences in the effect of regulation: The case of deposit rate ceilings pp. 417-432: Christopher James
Interest rate management in LDC's pp. 433-452: Sweder van Wijnbergen
Rational expectations and the expectations model of the term structure: A test using weekly data pp. 453-465: David S. Jones and V. Vance Roley
On expectations, term premiums and the volatility of long-term interest rates pp. 467-474: James Pesando
Money, interest rates, and risk pp. 475-482: Myron B. Slovin and Marie Elizabeth Sushka

Interest rates, aggregate information, and monetary policy pp. 199-234: Robert King
Some aspects of the monetary economics of Richard Cantillon pp. 235-258: Michael Bordo
A rational expectations equilibrium model of inventories of finished goods and employment pp. 259-277: Martin Eichenbaum
Process consistency and monetary reform: Some further evidence pp. 279-295: Robert Flood and Peter Garber
Support for rational expectations models with U.S. data pp. 297-308: James VanderHoff
The determinants of contract length: An empirical analysis based on Canadian micro data pp. 309-319: Louis Christofides and D. A. Wilton
Stochastic reserve losses, bank credit expansion and Bayesian information pp. 321-330: Bryan E. Stanhouse
Bank earning asset behavior and causality between reserves and money: Lagged versus contemporaneous reserve accounting pp. 331-341: Vefa Tarhan and Paul A. Spindt

Alternative monetary standards: Introduction pp. 1-5: Robert Barro and Charles Plosser
Financial intermediation and price level control pp. 7-28: Eugene F. Fama
`Financial intermediation and price level control' by Eugene F. Fama pp. 29-31: Elahanan Helpman
Optimal fiduciary monetary systems pp. 33-50: Robert E. Hall
`Optimal fiduciary monetary systems' by Robert E. Hall pp. 51-54: Alan C. Stockman
Optimal fiscal and monetary policy in an economy without capital pp. 55-93: Robert Lucas and Nancy L. Stokey
`Optimal fiscal and monetary policy in an economy without capital' by Robert E. Lucas and Nancy L. Stokey pp. 95-99: Stanley Fischer
Rules, discretion and reputation in a model of monetary policy pp. 101-121: Robert Barro and David Gordon
`Rules, discretion and reputation in a model of monetary policy' by Robert J. Barro and David B. Gordon pp. 123-125: John Taylor
On the economics of private money pp. 127-158: Robert King
`On the economics of private money' by Robert G. King pp. 159-162: Lawrence H. Summers
A model of commodity money pp. 163-187: Thomas Sargent and Meil Wallace
`A model of commodity money' by Thomas J. Sargent and Neil Wallace pp. 189-196: Bennett McCallum

Money and economic activity, inventories and business cycles pp. 281-319: Karl Brunner, Alex Cukierman and Allan Meltzer
Floating exchange rates, expectations and new information pp. 321-336: Sebastian Edwards
Asset prices, asset stocks and rational expectations pp. 337-349: Carl Walsh
Uncertainty and the neutrality of government financing policy pp. 351-372: Louis Kuo Chi Chan
The market value of outstanding government debt: Comment pp. 373-379: James Butkiewicz
A solution to an estimation problem involving models with rational expectations pp. 381-386: John McDonald

On non-uniqueness in rational expectations models: An attempt at perspective pp. 139-168: Bennett McCallum
Exchange rate variability and monetary policy under rational expectations: Some Euro-American experience 1973-1979 pp. 169-206: Eduard Bomhoff and Pieter Korteweg
Real effects of anticipated and unanticipated money: Some problems of estimation and hypothesis testing pp. 207-224: Willem Buiter
Rational expectations, supply shocks and the stability of the inflation-output tradeoff: Some time series evidence for the United Kingdom 1957-1977 pp. 225-245: Colin Lawrence
Rational expectations and monetary models of exchange rate determination: An empirical examination pp. 247-260: Dennis L. Hoffman and Don E. Schlagenhauf
The market value of U.S. government debt; Monthly, 1942-1980 pp. 261-272: W. Michael Cox and Eric Hirschhorn
A comment on the foundations of the precautionary demand for money pp. 273-280: John Lfach

An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy pp. 3-24: Andrew Abel and Frederic Mishkin
Price, output, and exchange rate movements in the open economy pp. 25-44: Kent P. Kimbrough
The dynamic effects of fiscal and monetary policies under bond financing: A theoretical simulation approach to crowding out pp. 45-71: Duc-Tho Nguyen and Stephen J Turnovsky
The response of real wages to unanticipated money growth pp. 73-88: Leonardo Leiderman
Demand for international reserves and exchange-rate intervention policy in an adjustable-peg economy pp. 89-101: Victor Levy
Tests of a rational expectations-structural neutrality model with persistent effects of monetary disturbances pp. 103-116: William S. Haraf
The labour market in an equilibrium business cycle model pp. 117-128: George Alogoskoufis
Money demand and the term structure of interest rates: Some consistent estimates pp. 129-132: Stuart Allen and R. W. Hafer
A `comment' on Chrystal pp. 133-135: Michael Anyadike-Danes
The New Cambridge aggregate expenditure function: Reply pp. 137-138: K. Alec Chrystal