Monetary policy with sticky prices and segmented markets

B-Tier
Journal: Economic Theory
Year: 2006
Volume: 27
Issue: 1
Pages: 163-177

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

We consider a sticky-price model with segmented asset markets, and examine its implications for monetary policy. Our finding is, first, that the response of the money supply growth rate to a money demand shock required to stabilize inflation is not affected by the existence of a liquidity effect, but the response of the nominal interest rate is. Second, when the monetary authority adopts a Taylor rule, whether or not it should be active to obtain local determinacy of equilibria depends on the existence of a liquidity effect. Our results suggest that the monetary authority should be careful about the existence and the degree of a liquidity effect particularly when the nominal interest rate is used as the policy instrument. Copyright Springer-Verlag Berlin/Heidelberg 2006

Technical Details

RePEc Handle
repec:spr:joecth:v:27:y:2006:i:1:p:163-177
Journal Field
Theory
Author Count
1
Added to Database
2026-01-26