Optimal monetary policy and rational asset bubbles

B-Tier
Journal: European Economic Review
Year: 2024
Volume: 170
Issue: C

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

Within a tractable New Keynesian model with stochastic asset-market participation, we analyze the normative implications of bubbly fluctuations for monetary policy. For a welfare-maximizing central bank, bubbly fluctuations imply an endogenous tradeoff between stabilizing cross-sectional consumption dispersion and stabilizing inflation/output. Inflation targeting is thus a generally suboptimal monetary-policy regime, despite the “divine coincidence”. Optimal deviations from inflation targeting are larger if the economy fluctuates around a balanced-growth path with small or no equilibrium bubbles, in which case the endogenous tradeoff is more stringent. The specific optimal-policy response to bubbly fluctuations depends however on the intrinsic nature of latter, and the associated effects on consumption dispersion.

Technical Details

RePEc Handle
repec:eee:eecrev:v:170:y:2024:i:c:s0014292124001806
Journal Field
General
Author Count
2
Added to Database
2026-01-24