The impact of interest rate policy on individual expectations and asset bubbles in experimental markets

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2019
Volume: 107
Issue: C
Pages: -

Authors (2)

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 run a learning-to-forecast experiment with an interest rate policy in which the interest rate will increase/lower sharply when the deviation of asset prices from the fundamental value moves above/below a threshold. Our results show that the average price deviation (“bubble”) is significantly lower in the treatments with the interest rate policy than in the baseline treatment without the policy. Additionally, our results suggest that the policy maintains its effectiveness regardless of whether the participants are informed about the policy objectives.

Technical Details

RePEc Handle
repec:eee:dyncon:v:107:y:2019:i:c:8
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24