Taylor-Rule Exit Policies for the Zero Lower Bound

B-Tier
Journal: International Journal of Central Banking
Year: 2018
Volume: 14
Issue: 5
Pages: 1-53

Authors (2)

Siddartha Chattopadhyay (not in RePEc) Betty C. Daniel (University at Albany, State Un...)

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 authority loses the ability to implement the Taylor rule at the zero lower bound. However, the promise to implement a Taylor rule upon exit remains an effective policy instrument.We show that a Taylor rule, with an optimally chosen exit date and time-varying inflation target, delivers fully optimal policy at the zero lower bound. Additionally, a Taylor rule with only an optimally chosen exit date but a zero inflation target delivers almost all the welfare gains of optimal policy and is simpler to communicate.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2018:q:4:a:1
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25