Monetary Regime Switches and Central Bank Preferences

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2014
Volume: 46
Issue: 8
Pages: 1591-1626

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Monetary policy objectives and targets are not necessarily constant over time. The regime‐switching literature has typically analyzed and interpreted changes in policymakers' behavior through simple interest rate rules. This paper analyzes policy regime switches by explicitly modeling policymakers' behavior and objectives. We show that changes in the parameters of simple rules do not necessarily correspond to changes in policymakers' preferences. In fact, capturing and interpreting regime changes in preferences through interest rate rules can lead to misleading results.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:46:y:2014:i:8:p:1591-1626
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25