Fiscal Policy And the Nominal Term Premium

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2022
Volume: 54
Issue: 2-3
Pages: 663-683

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 estimate a New Keynesian model on postwar U.S. data with the generalized method of moments using either constant or time‐varying debt and distortionary labor income taxes. We show that accounting for government debt and distortionary taxes help the New Keynesian model match the level of the nominal term premium with a lower relative risk‐aversion than typically found in the literature.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:54:y:2022:i:2-3:p:663-683
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25