The Zero Bound on Interest Rates and Optimal Monetary Policy

B-Tier
Journal: Brookings Papers on Economic Activity
Year: 2003
Volume: 34
Issue: 1
Pages: 139-235

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

This paper considers the consequences for monetary policy of the zero floor for nominal interest rates. The zero bound can be a significant constraint on the ability of a central bank to combat deflation. The paper shows, in the context of an intertemporal equilibrium model, that open-market operations, even of "unconventional" types, are ineffective if future policy is expected to be purely forward looking. However, a credible commitment to the right sort of history-dependent policy can largely mitigate the distortions created by the zero bound. In the model, optimal policy involves a commitment to adjust interest rates so as to achieve a time-varying price-level target, when this is consistent with the zero bound. The paper also discusses ways in which other central bank actions, although irrelevant apart from their effects on expectations, may help to make a central bank's commitment to its target more credible.

Technical Details

RePEc Handle
repec:bin:bpeajo:v:34:y:2003:i:2003-1:p:139-235
Journal Field
General
Author Count
2
Added to Database
2026-01-25