Nonlinear adventures at the zero lower bound

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2015
Volume: 57
Issue: C
Pages: 182-204

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

In this paper, we argue for the importance of explicitly considering nonlinearities in analyzing the behavior of the New Keynesian model with a zero lower bound (ZLB) of the nominal interest rate. To show this, we report how the decision rules and the equilibrium dynamics of the model are substantially affected by the nonlinear features brought about by the ZLB. We also illustrate a tension between the length of a spell at the ZLB and the drop in consumption there.

Technical Details

RePEc Handle
repec:eee:dyncon:v:57:y:2015:i:c:p:182-204
Journal Field
Macro
Author Count
4
Added to Database
2026-01-25