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Welfare-Maximizing Operational Monetary And Tax Policy Rules

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Author Info
KOLLMANN, ROBERT

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Abstract

This paper computes welfare-maximizing monetary and tax policy feedback rules in a calibrated dynamic general equilibrium model with sticky prices. The government makes exogenous final good purchases, levies a proportional income tax, and issues nominal one-period bonds. A quadratic approximation method is used to solve the model and to compute household welfare. Optimized policy has a strong anti-inflation stance and implies persistent fluctuations of the tax rate and of public debt. Very simple optimized policy rules, under which the interest rate just responds to inflation and the tax rate just responds to public debt, yield a welfare level very close to that generated by richer rules.

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File URL: http://journals.cambridge.org/abstract_S1365100507060397
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Publisher Info
Article provided by Cambridge University Press in its journal Macroeconomic Dynamics.

Volume (Year): 12 (2008)
Issue (Month): S1 (January)
Pages: 112-125
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Handle: RePEc:cup:macdyn:v:12:y:2008:i:s1:p:112-125_06

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  1. Marcela Meirelles-Aurelio, 2005. "The performance of monetary and fiscal rules in an open economy with imperfect capital mobility," Research Working Paper RWP 05-01, Federal Reserve Bank of Kansas City. [Downloadable!]
  2. Guay C. Lim & Paul D. McNelis, 2005. "Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes," DNB Working Papers 056, Netherlands Central Bank, Research Department. [Downloadable!]
  3. Ludger Linnemann & Andreas Schabert, . "Debt Non-Neutrality, Policy Interactions, and Macroeconomic Stability," Tinbergen Institute Discussion Papers 05-077/2, Tinbergen Institute. [Downloadable!]
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This page was last updated on 2008-9-28.


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