Liquidity traps and expectation dynamics: Fiscal stimulus or fiscal austerity?

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2014
Volume: 45
Issue: C
Pages: 220-238

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We examine global dynamics under infinite-horizon learning in New Keynesian models where the interest-rate rule is subject to the zero lower bound. The intended steady state is locally but not globally stable. Unstable deflationary paths emerge after large pessimistic shocks to expectations. For large expectation shocks that push interest rates to the zero bound, a temporary fiscal stimulus, or in some cases a policy of fiscal austerity, will insulate the economy from deflation traps if the policy is appropriately tailored in magnitude and duration. A fiscal stimulus “switching rule,” which automatically kicks in without discretionary fine-tuning, can be equally effective.

Technical Details

RePEc Handle
repec:eee:dyncon:v:45:y:2014:i:c:p:220-238
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24