Credit Frictions and Optimal Monetary Policy

A-Tier
Journal: Journal of Monetary Economics
Year: 2016
Volume: 84
Issue: C
Pages: 30-65

Authors (2)

Cúrdia, Vasco (not in RePEc) Woodford, Michael (Columbia University)

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

The basic (representative-household) New Keynesian model of the monetary transmission mechanism is extended to allow for a spread between the interest rate available to savers and borrowers, and investigate the consequences of a variable credit spread for the effects of a variety of shocks, and for optimal policy responses to those shocks. A simple target criterion continues to provide a good approximation to optimal policy. Such a “flexible inflation target” can be implemented by a central-bank reaction function that is similar to a forward-looking Taylor rule, but adjusted for changes in current and expected future credit spreads.

Technical Details

RePEc Handle
repec:eee:moneco:v:84:y:2016:i:c:p:30-65
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25