Forward Guidance and Heterogeneous Beliefs

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2019
Volume: 11
Issue: 3
Pages: 1-29

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

Central banks' announcements that rates are expected to remain low could signal either a weak macroeconomic outlook, which would slow expenditures, or a more accommodative stance, which may stimulate economic activity. We use the Survey of Professional Forecasters to show that, when the Fed gave guidance between 2011:III and 2012:IV, these two interpretations coexisted despite a consensus on low expected rates. We rationalize these facts in a New-Keynesian model where heterogeneous beliefs introduce a trade-off in forward guidance policy: leveraging on the optimism of those who believe in monetary easing comes at the cost of inducing excess pessimism in non-believers.

Technical Details

RePEc Handle
repec:aea:aejmac:v:11:y:2019:i:3:p:1-29
Journal Field
Macro
Author Count
4
Added to Database
2026-01-24