The Stochastic Lower Bound

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 180
Issue: C
Pages: 54-57

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

Since the Great Recession policy rates have been extremely low, but neither absolutely constant, nor exactly set to zero. We thus augment a standard Zero Lower Bound (ZLB) model to study the effects of a Stochastic Lower Bound (SLB) on policy rates. We find that a less predictable SLB reduces the deflationary effects of negative demand shocks by lowering expectations of future values of the SLB at times when interest-rate cuts are not an option.

Technical Details

RePEc Handle
repec:eee:ecolet:v:180:y:2019:i:c:p:54-57
Journal Field
General
Author Count
2
Added to Database
2026-01-25