Shock matters for estimating monetary policy rules

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 181
Issue: C
Pages: 54-56

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This study proposes a simple methodology to conditionally estimate monetary-policy rule parameters for underlying structural shocks. The results are summarized as follows. First, the Federal Reserve (Fed) chooses different responses to different types of shocks. Second, the long-run response of policy rates to inflation does not exceed 1 for some shocks. This result suggests that the Fed does not meet the Taylor principle for some shocks.

Technical Details

RePEc Handle
repec:eee:ecolet:v:181:y:2019:i:c:p:54-56
Journal Field
General
Author Count
1
Added to Database
2026-01-29