Monetary Policy with Uncertain Parameters

B-Tier
Journal: Scandanavian Journal of Economics
Year: 2002
Volume: 104
Issue: 1
Pages: 125-145

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

This paper shows that—in contrast to the received wisdom—uncertainty about the parameters in a dynamic macroeconomic model may lead to more aggressive monetary policy. In particular, when there is uncertainty about the persistence of inflation, it may be optimal for the central bank to respond to shocks more aggressively in order to reduce uncertainty about the future development of inflation. Uncertainty about other parameters, on the other hand, dampens the policy response. JEL classification: E43; E52

Technical Details

RePEc Handle
repec:bla:scandj:v:104:y:2002:i:1:p:125-145
Journal Field
General
Author Count
1
Added to Database
2026-01-29