Monetary policy shocks from the consumer perspective

A-Tier
Journal: Journal of Monetary Economics
Year: 2020
Volume: 114
Issue: C
Pages: 159-173

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Applying a latent factor model to survey expectations data on economic conditions, unemployment, family finances, and readiness to spend reveals that, following a monetary policy shock, consumer expectations adjust in the direction predicted by standard models. Further, expectations respond asymmetrically to policy tightenings or easings, are sluggish, and are consistent with an income channel of monetary policy. Inflation expectations are at first anchored, but significantly adjust in the long run, in a way that is consistent with a Delphic effect of monetary policy. Expectations are heterogeneous according to gender, income, and housing status in systematic ways.

Technical Details

RePEc Handle
repec:eee:moneco:v:114:y:2020:i:c:p:159-173
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25