Monetary Policy and Rational Asset Price Bubbles: Comment

S-Tier
Journal: American Economic Review
Year: 2019
Volume: 109
Issue: 5
Pages: 1969-90

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

We revisit Galí’s (2014) analysis by extending his model to incorporate persistent bubble shocks. We find that, under adaptive learning, a stable bubbly steady state and the associated sunspot solutions under optimal monetary policy are not E-stable. When deriving the unique forward-looking minimum stable variable (MSV) solution around an unstable bubbly steady state, we obtain results that are consistent with the conventional views: leaning against the wind policy reduces bubble volatility and is optimal. Such a steady state and the associated MSV solution are E-stable.

Technical Details

RePEc Handle
repec:aea:aecrev:v:109:y:2019:i:5:p:1969-90
Journal Field
General
Author Count
3
Added to Database
2026-01-26