Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2009
Volume: 41
Issue: 7
Pages: 1453-1479

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 analyzes the natural rate of interest and the equity premium in a nonlinear model where agents are uncertain over both future technology growth and the future course of monetary policy. I show that model uncertainty, and notably uncertainty on the future course of monetary policy, can give rise to a sizable precautionary savings motive. This result is potentially problematic for both the estimation of the natural rate and its use as a policy indicator. Monetary uncertainty can also contribute to amplify the equity premium, and to account for its apparent, positive link with inflation.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:41:y:2009:i:7:p:1453-1479
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29