Demographics and Monetary Policy Shocks

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2021
Volume: 53
Issue: 6
Pages: 1229-1266

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

We show that consumption expenditures for older households are more responsive to monetary policy shocks than for young‐ or middle‐aged households. A one‐standard‐deviation expansionary monetary policy shock induces a statistically significant and quantitatively large (1.7%) increase in aggregate consumption for old households over the ensuing 3 years. The responses for young‐ and middle‐aged households are smaller and not statistically significant. We also present evidence, suggesting that life‐cycle wealth effects play a role in driving the responses. We then build the wealth mechanism into a partial equilibrium life‐cycle model, which can qualitatively match the empirical patterns.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:53:y:2021:i:6:p:1229-1266
Journal Field
Macro
Author Count
4
Added to Database
2026-01-24