When Can Decision Makers Learn from Financial Market Prices?

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2021
Volume: 53
Issue: 6
Pages: 1523-1552

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

I analyze a general setting where a policymaker needs information that financial market traders have in order to implement optimal policy, and prices can potentially reveal this information. Policy decisions, in turn, affect asset values. I derive a condition for the existence of fully revealing equilibria in competitive financial markets, which identifies all situations where learning from prices for policy purposes works. I discuss the possibility of using market information for banking supervision and central banking, and the general problem of asset design. I also demonstrate that some corporate prediction markets are ill‐designed, and show how to fix it.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:53:y:2021:i:6:p:1523-1552
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29