Optimal monetary policy rules, financial amplification, and uncertain business cycles

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2014
Volume: 46
Issue: C
Pages: 271-305

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper studies optimal monetary policy in the presence of ‘uncertainty’, time-variation in cross-sectional dispersion of firms׳ productive performance. Using a model with financial market imperfections, the results suggest that (i) optimal policy is to dampen the strength of financial amplification by responding to uncertainty (at the expense of creating mild degree of fluctuations in inflation). (ii) Higher uncertainty makes the welfare-maximizing planner more willing to relax financial constraints. (iii) Credit spreads are a good proxy for uncertainty. Hence, a non-negligible response to credit spreads – together with a strong anti-inflationary policy stance – achieves the highest aggregate welfare possible.

Technical Details

RePEc Handle
repec:eee:dyncon:v:46:y:2014:i:c:p:271-305
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25