SVAR (Mis)identification and the Real Effects of Monetary Policy Shocks

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2020
Volume: 12
Issue: 4
Pages: 1-32

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

I argue that the seemingly disparate findings of the recent empirical literature on monetary policy transmission are all consistent with the same standard macro models. Weak sign restrictions, which suggest that contractionary monetary policy, if anything, boosts output, present as policy shocks what actually are expansionary demand and supply shocks. Classical zero restrictions are robust to such misidentification, but miss short-horizon effects. Two recent approaches—restrictions on Taylor rules and external instruments—instead work well. My findings suggest that empirical evidence is consistent with models in which the real effects of monetary policy are larger than commonly estimated.

Technical Details

RePEc Handle
repec:aea:aejmac:v:12:y:2020:i:4:p:1-32
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29