OPTIMAL MONETARY POLICY AND IMPERFECT FINANCIAL MARKETS: A CASE FOR NEGATIVE NOMINAL INTEREST RATES?

C-Tier
Journal: Economic Inquiry
Year: 2016
Volume: 54
Issue: 1
Pages: 215-228

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

type="main" xml:id="ecin12244-abs-0001"> <title type="main">Abstract</title> <p xml:id="ecin12244-para-0001">This article studies optimal monetary policy in a model with credit frictions and money demand. We show that augmenting a standard New Keynesian model with money demand and financial frictions generates a mechanism that, in equilibrium, gives rise to optimal negative nominal interest rates. In addition, we find that the tighter credit markets are, the lower the optimal nominal policy interest rate and the more likely it is to be negative. Quantitatively, when credit constraints are binding, a standard calibration of the model generates an optimal nominal policy interest rate that is roughly −4% annually. (JEL E31, E41, E43, E44, E52, E58)

Technical Details

RePEc Handle
repec:bla:ecinqu:v:54:y:2016:i:1:p:215-228
Journal Field
General
Author Count
2
Added to Database
2026-01-24