Asset Bubbles and Monetary Policy

B-Tier
Journal: Review of Economic Dynamics
Year: 2020
Volume: 37 Supplement 1
Pages: S68-S98

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We provide a model of rational bubbles in a DNK framework. Entrepreneurs are heterogeneous in investment efficiency and face credit constraints. They can trade bubble assets to raise their net worth. The bubble assets command a liquidity premium and can have a positive value. Monetary policy affects the conditions for the existence of a bubble, its steady-state size, and its dynamics including the initial size. The leaning-against-the-wind interest rate policy reduces bubble volatility, but could raise inflation volatility. Whether monetary policy should respond to asset bubbles depends on the particular interest rate rule and exogenous shocks. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:20-155
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25