Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2012
Volume: 44
Issue: s1
Pages: 47-82

Authors (4)

HESS CHUNG (not in RePEc) JEAN‐PHILIPPE LAFORTE (not in RePEc) DAVID REIFSCHNEIDER (not in RePEc) JOHN C. WILLIAMS (Federal Reserve Bank of New Yo...)

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

Prior to the financial crisis, most economists probably did not view the zero lower bound (ZLB) as a major problem for central banks. Using a range of structural and statistical models, we find that previous research understated the ZLB threat by ignoring uncertainty about model parameters and latent variables, focusing too much on the Great Moderation experience, and relying on structural models whose dynamics cannot generate sustained ZLB episodes. Our analysis also suggests that the Federal Reserve's asset purchases, while materially improving macroeconomic conditions, did not prevent the ZLB constraint from having first‐order adverse effects on real activity and inflation.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:44:y:2012:i:s1:p:47-82
Journal Field
Macro
Author Count
4
Added to Database
2026-01-29