THE EFFECTS OF NEWS WHEN LIQUIDITY MATTERS

B-Tier
Journal: International Economic Review
Year: 2020
Volume: 61
Issue: 4
Pages: 1411-1435

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We analyze the impact of news (information shocks) in economies where liquidity matters, including those with endogenous credit limits, and those with assets serving as collateral or media of exchange. Although we also consider news about productivity and credit conditions, a leading case concerns monetary policy announcements. Real or monetary news has big effects on markets, potentially causing cyclic or boom–bust responses, even though we focus on the unique transition consistent with stationarity after shocks. In particular, policy announcements may induce instead of reduce volatility. We also discuss the implications for the inflation puzzle, forward‐guidance puzzle, and other apparent anomalies.

Technical Details

RePEc Handle
repec:wly:iecrev:v:61:y:2020:i:4:p:1411-1435
Journal Field
General
Author Count
3
Added to Database
2026-01-25