Optimal monetary policy with heterogeneous money holdings

A-Tier
Journal: Journal of Economic Theory
Year: 2015
Volume: 159
Issue: PA
Pages: 339-368

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We study the optimal anticipated policy in a pure-currency economy with flexible prices and a non-degenerate distribution of money holdings. The economy features a business cycle and lump-sum monetary injections have distributional effects that depend on the state of the cycle. We parsimoniously characterize the dynamics of the economy and study the optimal regulation of the money supply as a function of the state under commitment. The optimal policy prescribes monetary expansions in recessions, when insurance is most needed by the cash-poor unproductive agents. Conversely, the optimal policy prescribes monetary contractions during booms, so that the inflationary effect of the occasional expansions is undone.

Technical Details

RePEc Handle
repec:eee:jetheo:v:159:y:2015:i:pa:p:339-368
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25