Performance of interest rate rules under credit market imperfections

C-Tier
Journal: Economic Modeling
Year: 2009
Volume: 26
Issue: 3
Pages: 586-596

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

The stabilization effects of Taylor rules are analyzed in a limited participation framework with and without credit market imperfections in capital goods production. Financial frictions substantially amplify the impact of shocks, and also reinforce the stabilizing or destabilizing effects of interest rate rules on output. However, these effects are reversed relative to new Keynesian models: under limited participation, interest rate rules are stabilizing for productivity shocks, but imply an output-inflation tradeoff for demand shocks. Moreover, because financial frictions imply excessive fluctuation, stabilization via an interest rate rule can be a welfare-improving response to productivity shocks.

Technical Details

RePEc Handle
repec:eee:ecmode:v:26:y:2009:i:3:p:586-596
Journal Field
General
Author Count
1
Added to Database
2026-01-25