Measuring the stance of monetary policy in zero lower bound environments

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 118
Issue: 1
Pages: 135-138

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

With interest rates near the zero lower bound, I propose a simple framework to indicate the monetary policy stance as a “shadow short rate”. I apply a one-factor model to Japan, provide associated economic intuition, and discuss multiple-factor extensions.

Technical Details

RePEc Handle
repec:eee:ecolet:v:118:y:2013:i:1:p:135-138
Journal Field
General
Author Count
1
Added to Database
2026-01-25