The Real Interest Rate Channel Is Structural in Contemporary New‐Keynesian Models: A Note

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2022
Volume: 54
Issue: 5
Pages: 1551-1563

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

The monetary transmission mechanism in a New‐Keynesian model with contemporary features is put to scrutiny. In contrast to Rupert and Sustek (2019), we find that the real interest rate channel is structural when the model contains empirically realistic frictions on the flow of investment. A monetary contraction (expansion) is always followed by an increase (decrease) in the real interest rate. The monetary transmission mechanism indeed operates through the real interest rate channel in this class of models.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:54:y:2022:i:5:p:1551-1563
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25