Anchoring expectations of inflation

B-Tier
Journal: Journal of Mathematical Economics
Year: 2014
Volume: 50
Issue: C
Pages: 86-105

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 studies the existence and uniqueness of equilibrium in a monetary model in which the fiscal policy is Ricardian. The innovation of the paper is to model agents’ expectations as endogenous probabilities which are determined in equilibrium. Since economies with a Ricardian fiscal policy typically exhibit indeterminacy of equilibrium when the monetary policy instrument is the short-term interest rate, we augment the instruments of monetary policy to the interest rates on a family of bonds of maturities 1,…,T and derive conditions under which this ensures uniqueness of equilibrium.

Technical Details

RePEc Handle
repec:eee:mateco:v:50:y:2014:i:c:p:86-105
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25