Short-Term Planning, Monetary Policy, and Macroeconomic Persistence

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2022
Volume: 14
Issue: 4
Pages: 174-209

Authors (3)

Christopher Gust (not in RePEc) Edward Herbst (Federal Reserve Board (Board o...) David López-Salido (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We estimate a behavioral New Keynesian (NK) model in which households and firms plan over a finite horizon. The finite-horizon planning (FHP) model outperforms rational expectations versions of the NK model as well as other behavioral NK models. In the FHP model, households and firms are forward-looking in thinking about events over their planning horizon but are backward-looking regarding events beyond that point. This gives rise to substantial aggregate persistence without resorting to additional features such as habit persistence and price contracts indexed to lagged inflation.

Technical Details

RePEc Handle
repec:aea:aejmac:v:14:y:2022:i:4:p:174-209
Journal Field
Macro
Author Count
3
Added to Database
2026-02-02