Monetary policy, doubts and asset prices

A-Tier
Journal: Journal of Monetary Economics
Year: 2014
Volume: 64
Issue: C
Pages: 85-98

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Asset prices and the equity premium might reflect doubts and pessimism. Introducing these features in an otherwise standard New-Keynesian model changes optimal policy in a substantial way. There are three main results: (i) asset-price movements improve the inflation-output trade-off so that average output can rise without much inflation costs; (ii) a “paternalistic” policymaker – maximizing the expected utility of the consumers under the true probability distribution – chooses a more accommodating policy towards productivity shocks and inflates the equity premium; (iii) a “benevolent” policymaker – maximizing the objective through which decisionmakers act in their ambiguous world – follows a policy of price stability.

Technical Details

RePEc Handle
repec:eee:moneco:v:64:y:2014:i:c:p:85-98
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24