A Welfare‐Based Analysis of International Monetary Policy Spillovers at the Zero Lower Bound

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2020
Volume: 52
Issue: 5
Pages: 1107-1145

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 study the welfare effects of international monetary policy spillovers at the zero lower bound, focusing on the effects of forward guidance in a large economy (“foreign”) on its smaller trading partner (“home”) in scenarios motivated by the global financial crisis. We find that foreign forward guidance has an overall prosper‐thy‐neighbor effect on the home economy as long as it increases foreign welfare. This finding holds under alternative assumptions about exchange rate pass‐through or the degree of international financial integration. However, foreign forward guidance may worsen the trade‐off between the stabilization objectives of home monetary policy.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:52:y:2020:i:5:p:1107-1145
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25