Cost-benefit analysis of leaning against the wind

A-Tier
Journal: Journal of Monetary Economics
Year: 2017
Volume: 90
Issue: C
Pages: 193-213

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

An obvious cost of “leaning against the wind” is a weaker economy if no (financial) crisis occurs. Possible benefits are lower probabilities and smaller magnitudes of crises. A second cost—less obvious, previously overlooked, but higher—is a weaker economy if a crisis occurs. For representative estimates, costs exceed benefits by substantial margins. Overturning the result requires policy-rate effects on the probability and magnitude of crises more than 5–40 standard errors larger than representative estimates. Higher probabilities, larger magnitudes, or longer durations of crises—typical consequences of ineffective macroprudential policy—increase the margin of costs over benefits

Technical Details

RePEc Handle
repec:eee:moneco:v:90:y:2017:i:c:p:193-213
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29