Estimating monetary reaction functions at near zero interest rates

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 106
Issue: 1
Pages: 57-60

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

The importance of truncated distributions for bias in estimation is demonstrated for a Japanese policy reaction function. Due to the proximity of a zero lower bound (ZLB) on interest rates, coefficient estimates can be biased upwards. This paper illustrates the importance of measuring and correcting estimates for this bias using Japan's unique experience of prolonged low inflation/deflation.

Technical Details

RePEc Handle
repec:eee:ecolet:v:106:y:2010:i:1:p:57-60
Journal Field
General
Author Count
2
Added to Database
2026-01-25