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ResearchPaper
2010

Interest rate policy and supply-side adjustment dynamics

Abstract (English)

In contrast to the present consensus view of stabilization policy, theoretical and empirical research strongly support the consideration of supply-side adjustment to pronounced variations of factor-utilization in order to trace a more realistic pattern of macroeconomic adjustment dynamics within simulation studies. Against this background, our paper seeks to illuminate the relevance of endogenous supply-side adjustment for monetary policy research. We modify a basic New Keynesian model by explicitly considering demand-side stimulus on the evolution of productive capacity and analyze stability, impulse response, and welfare issues if the central bank follows a simple monetary policy rule. Thereby, we control for the robustness of our policy implications by various states of output gap mismeasurement the central bank might be confronted with. We find that, in contrast to a basic New Keynesian Model, output gap stabilization plays a more prominent role when potential output is endogenous.

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Notes

Publication license

Publication series

Hohenheimer Diskussionsbeiträge; 324

Published in

Faculty
Faculty of Business, Economics and Social Sciences
Institute
Institut für Volkswirtschaftslehre (bis 2010)

Examination date

Supervisor

Edition / version

Citation

DOI

ISSN

ISBN

Language
English

Publisher

Publisher place

Classification (DDC)
330 Economics

Original object

Standardized keywords (GND)

Sustainable Development Goals

BibTeX

@techreport{Schmid2010, url = {https://hohpublica.uni-hohenheim.de/handle/123456789/5426}, author = {Schmid, Kai Daniel and Kienzler, Daniel}, title = {Interest rate policy and supply-side adjustment dynamics}, year = {2010}, school = {Universität Hohenheim}, series = {Hohenheimer Diskussionsbeiträge}, }
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