Financial shocks and the maturity of the monetary policy rate

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 107
Issue: 3
Pages: 333-337

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

Monetary policy is typically formulated with a very short-term interest rate, while longer rates matter in the transmission mechanism. We show that financial market shocks impact less on the macroeconomy if policy is set with a longer rate.

Technical Details

RePEc Handle
repec:eee:ecolet:v:107:y:2010:i:3:p:333-337
Journal Field
General
Author Count
2
Added to Database
2026-01-25