Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2021
Volume: 13
Issue: 3
Pages: 37-73

Authors (4)

Julio A. Carrillo (Banco de México) Enrique G. Mendoza (not in RePEc) Victoria Nuguer (Instituto Tecnólogico Autónomo...) Jessica Roldán-Peña (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

Violations of Tinbergen's rule and strategic interaction undermine stabilization policies in a New Keynesian model with the Bernanke-Gertler accelerator. Welfare costs of risk shocks are large because of efficiency losses and income effects of costly monitoring, but they are much larger under a simple Taylor rule (STR) or a Taylor rule augmented with credit spreads (ATR) than with a Taylor rule and a separate financial rule targeting spreads. ATR and STR are tight money-tight credit regimes responding too much (little) to inflation (spreads). The Nash equilibrium of monetary and financial policies is also tight money-tight credit but it dominates ATR and STR.

Technical Details

RePEc Handle
repec:aea:aejmac:v:13:y:2021:i:3:p:37-73
Journal Field
Macro
Author Count
4
Added to Database
2026-01-25