Attenuating the forward guidance puzzle: Implications for optimal monetary policy

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2019
Volume: 105
Issue: C
Pages: 90-106

Authors (4)

Nakata, Taisuke (not in RePEc) Ogaki, Ryota (not in RePEc) Schmidt, Sebastian (European Central Bank) Yoo, Paul (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

We examine the implications of less powerful forward guidance for optimal policy using a sticky-price model with an effective lower bound (ELB) on nominal interest rates as well as a discounted Euler equation and a discounted Phillips curve. When the private-sector agents discount future economic conditions more in making their decisions today, a future rate cut becomes less effective in stimulating current economic activity. Under a wide range of plausible degrees of discounting, it is optimal for the central bank to compensate for the reduced effect of a future rate cut by keeping the policy rate at the ELB for longer.

Technical Details

RePEc Handle
repec:eee:dyncon:v:105:y:2019:i:c:p:90-106
Journal Field
Macro
Author Count
4
Added to Database
2026-01-29