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Long-run Equilibria in the Monetary Policy Game

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Author Info
Agnès d'Artigues and Thierry Vignolo

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Abstract

We use evolutionary game theory in order to determinate the long-run behaviours in the monetary policy game. The model we present firstly assumes the government as well as the private sector are boundedly rational players. The behavioral rule of the government is imitation of the best player whereas the public decision follows adaptive expectations. We also question the relevance of the model when the public can make partly rational expectations. In the evolutionary monetary policy game defined, we find that the long-run equilibrium is Pareto-efficient when the government strategic adjustment is lower than the private sector rigidities. This result reflects that the resolution of governments to follow a strategy in the long-run have played a crucial part in the disinflation process, even if this process can generate short-run costs. Under partly rational expectations, it turns out that previous results are not modified, meaning that the results in the Barro-Gordon model further relies on the perfect rationality given to the government rather than on the rational expectations. Moreover, the low inflation strategy turns out to be credible with rational expectations in our model (once this strategy has been experienced as the best one), since the public knows the imitative process gives the low inflation strategy as the right choice.

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Article provided by IFReDE - Université Montesquieu Bordeaux IV in its journal The Electronic Journal of Evolutionary Modeling and Economic Dynamics.

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Handle: RePEc:jem:ejemed:1020

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Related research
Keywords: Monetary policy game; Evolutionary game theory; Equilibrium selection;

Find related papers by JEL classification:
E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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  2. Lohmann, Susanne, 1992. "Optimal Commitment in Monetary Policy: Credibility versus Flexibility," American Economic Review, American Economic Association, vol. 82(1), pages 273-86, March. [Downloadable!] (restricted)
  3. Persson, Torsten & Tabellini, Guido, 1993. "Designing institutions for monetary stability," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 53-84, December. [Downloadable!] (restricted)
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  5. Taylor, John B, 1982. "Establishing Credibility: A Rational Expectations Viewpoint," American Economic Review, American Economic Association, vol. 72(2), pages 81-85, May. [Downloadable!] (restricted)
  6. Backus, David & Driffill, John, 1985. "Rational Expectations and Policy Credibility Following a Change in Regime," Review of Economic Studies, Blackwell Publishing, vol. 52(2), pages 211-21, April. [Downloadable!] (restricted)
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  8. Rogoff, Kenneth, 1985. "The Optimal Degree of Commitment to an Intermediate Monetary Target," The Quarterly Journal of Economics, MIT Press, vol. 100(4), pages 1169-89, November. [Downloadable!] (restricted)
  9. Kreps, David M. & Wilson, Robert, 1982. "Reputation and imperfect information," Journal of Economic Theory, Elsevier, vol. 27(2), pages 253-279, August. [Downloadable!] (restricted)
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  10. Kandori, Michihiro & Mailath, George J & Rob, Rafael, 1993. "Learning, Mutation, and Long Run Equilibria in Games," Econometrica, Econometric Society, vol. 61(1), pages 29-56, January. [Downloadable!] (restricted)
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  11. Jorgen W. Weibull, 1997. "Evolutionary Game Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262731215, December.
  12. Walsh, Carl E, 1995. "Optimal Contracts for Central Bankers," American Economic Review, American Economic Association, vol. 85(1), pages 150-67, March. [Downloadable!] (restricted)
  13. Alan S. Blinder, 2000. "Central-Bank Credibility: Why Do We Care? How Do We Build It?," American Economic Review, American Economic Association, vol. 90(5), pages 1421-1431, December. [Downloadable!] (restricted)
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  14. Young, H Peyton, 1993. "The Evolution of Conventions," Econometrica, Econometric Society, vol. 61(1), pages 57-84, January. [Downloadable!] (restricted)
  15. Peter N. Ireland, 1998. "Expectations, credibility, and time-consistent monetary policy," Working Paper 9812, Federal Reserve Bank of Cleveland. [Downloadable!]
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  16. Kydland, Finn E & Prescott, Edward C, 1977. "Rules Rather Than Discretion: The Inconsistency of Optimal Plans," Journal of Political Economy, University of Chicago Press, vol. 85(3), pages 473-91, June. [Downloadable!] (restricted)
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