Make-up strategies with incomplete markets and bounded rationality

B-Tier
Journal: European Economic Review
Year: 2025
Volume: 173
Issue: C

Authors (4)

Dobrew, Michael (not in RePEc) Gerke, Rafael (not in RePEc) Giesen, Sebastian (Deutsche Bundesbank) Röttger, Joost (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

We study the impact of market incompleteness and bounded rationality on the effectiveness of make-up strategies. Using a heterogeneous-agent New Keynesian model with reflective expectations, we show that make-up strategies can mitigate the negative consequences of an occasionally-binding effective lower bound. However, the benefits are small when cognitive ability is in line with micro-evidence. These findings are independent of market (in)completeness, emphasising the importance of rational expectations. While market incompleteness and bounded rationality complement each other in attenuating the effects of forward guidance, we do not observe such a complementarity for the effectiveness of make-up strategies.

Technical Details

RePEc Handle
repec:eee:eecrev:v:173:y:2025:i:c:s0014292124002708
Journal Field
General
Author Count
4
Added to Database
2026-01-25