Verfügbarkeit: Taylor Rule Under Financial Instability

Taylor Rule Under Financial Instability:

This paper contributes to the analysis of monetary policy in the face of financial instability. In particular, we extend the standard new Keynesian dynamic stochastic general equilibrium (DSGE) model with sticky prices to include a financial system. Our simulations suggest that if financial instabil...

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1. Verfasser:	Cihák, Martin (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2008
Schriftenreihe:	IMF Working Papers Working Paper No. 08/18
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper contributes to the analysis of monetary policy in the face of financial instability. In particular, we extend the standard new Keynesian dynamic stochastic general equilibrium (DSGE) model with sticky prices to include a financial system. Our simulations suggest that if financial instability affects output and inflation with a lag and if the central bank has privileged information about credit risk, monetary policy that responds instantly to increased credit risk can trade off more output and inflation instability today for a faster return to the trend than a policy that follows the simple Taylor rule with only the contemporaneous output gap and inflation
Beschreibung:	1 Online-Ressource (41 p)
ISBN:	1451868804 9781451868807

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spelling	Cihák, Martin Verfasser aut Taylor Rule Under Financial Instability Cihák, Martin Washington, D.C International Monetary Fund 2008 1 Online-Ressource (41 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 08/18 This paper contributes to the analysis of monetary policy in the face of financial instability. In particular, we extend the standard new Keynesian dynamic stochastic general equilibrium (DSGE) model with sticky prices to include a financial system. Our simulations suggest that if financial instability affects output and inflation with a lag and if the central bank has privileged information about credit risk, monetary policy that responds instantly to increased credit risk can trade off more output and inflation instability today for a faster return to the trend than a policy that follows the simple Taylor rule with only the contemporaneous output gap and inflation Online-Ausg Bauducco, Sofía Sonstige oth Bulir, Ales Sonstige oth http://elibrary.imf.org/view/IMF001/08966-9781451868807/08966-9781451868807/08966-9781451868807.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Cihák, Martin Taylor Rule Under Financial Instability
title	Taylor Rule Under Financial Instability
title_auth	Taylor Rule Under Financial Instability
title_exact_search	Taylor Rule Under Financial Instability
title_exact_search_txtP	Taylor Rule Under Financial Instability
title_full	Taylor Rule Under Financial Instability Cihák, Martin
title_fullStr	Taylor Rule Under Financial Instability Cihák, Martin
title_full_unstemmed	Taylor Rule Under Financial Instability Cihák, Martin
title_short	Taylor Rule Under Financial Instability
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