Are Low Interest Rates Deflationary? A Paradox of Perfect-Foresight Analysis

S-Tier
Journal: American Economic Review
Year: 2019
Volume: 109
Issue: 1
Pages: 86-120

Authors (2)

Mariana García-Schmidt (not in RePEc) Michael Woodford (Columbia University)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

We argue that an influential "neo-Fisherian" analysis of the effects of low interest rates depends on using perfect foresight equilibrium analysis under circumstances where it is not plausible for people to hold expectations of that kind. We propose an explicit cognitive process by which agents may form their expectations of future endogenous variables. Perfect foresight is justified by our analysis as a reasonable approximation in some cases, but in the case of a commitment to maintain a low nominal interest rate for a long time, our reflective equilibrium implies neither neo-Fisherian conclusions nor implausibly strong predicted effects of forward guidance.

Technical Details

RePEc Handle
repec:aea:aecrev:v:109:y:2019:i:1:p:86-120
Journal Field
General
Author Count
2
Added to Database
2026-01-29