In literature, several works are focused on monetary policy models whose aim is the analysis of the stability of systems where private sector expectations are involved. The macroeconomic context is represented by a forward-looking model, derived from a dynamic stochastic general equilibrium framework where the agents behave optimally. The largest part of these models are presented as a simplified version of a more general context, obtained by log-linearizing the equilibrium relations in order to study small fluctuations around the steady-state. This book, departing from this starting point, tries to go beyond the log-linearized model, providing a nonlinear framework in order to establish the conditions for a unique path converging to the steady-state stationary solution, either the so called determinacy.