Exchange rate determination, macroeconomic dynamics and stability under heterogeneous behavioral FX expectations

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2011
Volume: 77
Issue: 2
Pages: 177-188

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

Abstract In this paper the role of behavioral forecasting rules of chartist and fundamentalist type for the dynamic macroeconomic stability of a two-country system is investigated. The main result of the paper is that for large trend-chasing parameters in the chartist rule used in the FX market, not only this market but also the entire macroeconomic system is destabilized. This outcome takes place despite of a monetary policy conduction in both countries which satisfies the Taylor Principle, and thus highlights the limits of monetary policy as a macroeconomic stabilization instrument in a world of boundedly rational agents.

Technical Details

RePEc Handle
repec:eee:jeborg:v:77:y:2011:i:2:p:177-188
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29