The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2010
Volume: 42
Issue: 8
Pages: 1703-1712

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

We reexamine the empirical relevance of the cost channel of monetary policy (e.g., Ravenna and Walsh 2006), employing recently developed moment‐conditions inference methods, including identification‐robust procedures. Using U.S. data, our results suggest that the cost channel effect is poorly identified and we are thus unable to corroborate the previous results in the literature.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:42:y:2010:i:8:p:1703-1712
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25