Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2013
Volume: 45
Issue: 1
Pages: 1-36

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper analyzes the conduct of monetary policy in an environment in which cyclical swings in risk appetite affect households’ propensity to save. It uses a New Keynesian model featuring external habit formation to show that taking note of precautionary saving motives justifies an accommodative policy bias in the face of persistent, adverse disturbances. Equally, policy should be more restrictive—that is “lean against the wind”—following positive shocks. Under sufficiently persistent habits it is, in fact, optimal to increase interest rates following a rise in productivity.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:45:y:2013:i:1:p:1-36
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29