Unconventional Optimal Open Market Purchases

B-Tier
Journal: Review of Economic Dynamics
Year: 2014
Volume: 17
Issue: 3
Pages: 543-558

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 build a model in which verifiability of private debt and a timing mismatch in debt settlements can lead to a liquidity problem in the financial market. The central bank can respond to the liquidity problem by adopting an unconventional monetary policy that purchases private debts in the open market. This policy is effective if the timing mismatch is nominal (i.e., a settlement participation risk). It is ineffective if the limited participation is driven by a real shock (i.e., preference shock). (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:12-194
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25