Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter?

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2018
Volume: 93
Issue: C
Pages: 346-363

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines the effects of adopting unconventional policies in a crisis environment characterised by the international transmission of negative financial intermediation and real capital quality shocks. Using a two-country model with financial frictions, we compare adjustments in both countries. We condition one country to adopt a credit easing rule as the monetary regime, regardless of the source of the crisis. We consider results when the other country does nothing, or implements a fiscal (tax-rate) policy rule. Our results show that when both countries experience massive asymmetric shocks, the adoption of optimal policy rules can be used effectively to mitigate negative consequences for both economies. However if the crisis events are due to similar shocks, unconventional monetary policy or fiscal policy can improve conditions in own country, whilst worsening economic conditions in the other country, generating beggar-thy-neighbor growth outcomes.

Technical Details

RePEc Handle
repec:eee:dyncon:v:93:y:2018:i:c:p:346-363
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25