The promises (and perils) of control-contingent forward guidance

B-Tier
Journal: Review of Economic Dynamics
Year: 2023
Volume: 49
Pages: 77-98

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We develop a model with control-contingent forward guidance: the central bank explicitly anchors future policy announcements to short run inflation. Even though the model features past promises, we compute a closed form solution using a simple Markov chain representation. This allows us to show analytically that control-contingent forward guidance can rid the model of sunspot liquidity traps. The same holds for a policy of price level targeting, which emerges as a special case. Finally, we leverage this new framework to formally show that announced interest rates are only a means to an end: what truly matters is expected inflation. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:21-153
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29