Quantitative easing with heterogeneous agents

A-Tier
Journal: Journal of Monetary Economics
Year: 2021
Volume: 123
Issue: C
Pages: 68-90

Authors (2)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

Abstract

We study the effects of Quantitative Easing (QE) in a heterogeneous-agents model with liquid and partially liquid wealth, and nominal rigidities. The direct macroeconomic effect of QE is determined by the difference in marginal propensities to consume out of the two types of wealth, which is large according to empirical studies. Therefore, the effects of QE on aggregate output and inflation are significant, according to the model. Indeed, the estimated model reveals that QE interventions greatly dampened the U.S. Great Recession, by expanding household liquidity. However, QE may have strong and adverse distributional effects, compared to interest rate policy.

Technical Details

RePEc Handle
repec:eee:moneco:v:123:y:2021:i:c:p:68-90
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25