Price level targeting with evolving credibility

A-Tier
Journal: Journal of Monetary Economics
Year: 2020
Volume: 116
Issue: C
Pages: 88-103

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Global learning dynamics for price-level targeting (PLT) monetary policy are analyzed and compared to inflation targeting in a nonlinear New Keynesian model. Domain of attraction of target steady state is a new robustness criterion for policy regimes. Robustness of PLT depends on whether a known target path is incorporated into learning. Credibility is measured by accuracy of this forecasting method relative to simple statistical forecasts evolving through reinforcement learning. Initial credibility and target price are key factors influencing performance. Model results are in line with the Swedish experience of price stabilization in1930’s.

Technical Details

RePEc Handle
repec:eee:moneco:v:116:y:2020:i:c:p:88-103
Journal Field
Macro
Author Count
2
Added to Database
2026-01-26