Consumer Search, Incomplete Exchange Rate Pass‐Through, and Optimal Interest Rate Policy

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2019
Volume: 51
Issue: 2-3
Pages: 455-484

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

Abstract

This paper studies utility‐maximizing monetary policy in a two‐country economy with consumer search frictions. Search frictions provide a microfoundation for incomplete exchange rate pass‐through and international deviations from the law of one price (LOP). I show that optimal interest rate policy targets deviations from the LOP and acts to mitigate the effect of search frictions. In a quantitative setting, with internationally correlated technology and preference shocks, optimal policy generates positive cross‐country correlation of nominal interest rates.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:51:y:2019:i:2-3:p:455-484
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25