Monetary and fiscal policy in a two-country model with behavioral expectations

B-Tier
Journal: Journal of International Money and Finance
Year: 2025
Volume: 155
Issue: C

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 check how monetary and fiscal policies (in particular their open-economy dimensions) are affected by expectations being behavioral in the spirit of Gabaix (2020). We first show that the data strongly favor this setting compared with the standard rational expectations assumption. Then we document several novel findings. First, monetary policy is less powerful and faces a higher sacrifice ratio when agents are behavioral. Second, the Taylor principle is affected: determinacy regions are larger if the economy is more open or the central bank abroad is more hawkish. Third, fiscal policy and its international spillovers are amplified under behavioral expectations. In contrast, the spillovers of monetary policy are dampened. Fourth, behavioral expectations contribute to solving the puzzle of excess foreign currency returns (UIP puzzle).

Technical Details

RePEc Handle
repec:eee:jimfin:v:155:y:2025:i:c:s026156062500066x
Journal Field
International
Author Count
3
Added to Database
2026-01-24