Inflation and output in New Keynesian models with a transient interest rate peg

A-Tier
Journal: Journal of Monetary Economics
Year: 2015
Volume: 76
Issue: C
Pages: 230-243

Authors (3)

Carlstrom, Charles T. (not in RePEc) Fuerst, Timothy S. Paustian, Matthias (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

A familiar result in the canonical Dynamic New Keynesian (DNK) model is that policymakers constrained by the zero bound can improve outcomes by promising to keep rates low after the zero bound is not binding. We examine a general class of interest rate pegs in a variety of DNK models. Standard versions of the model produce counterintuitive reversals where the effect of the interest rate peg can switch from highly expansionary to highly contractionary for modest changes in the length of the interest rate peg. This unusual behavior does not arise in sticky information models of the Phillips curve.

Technical Details

RePEc Handle
repec:eee:moneco:v:76:y:2015:i:c:p:230-243
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25