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The Influence of Monetary and Fiscal Policies on Social Welfare

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Author Info
Moisa Altar (Faculty of Finance and Banking, Bucharest University of Economics)
Judita Samuel (Bucharest University of Economics)

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Abstract

The paper analyses the way in which monetary and fiscal policy influences the performances of economic growth and social welfare. The analysis is made on the basis of a dynamic model with discrete variables. The model is with a representative private agent and a government sector consisting of a consolidated fiscal authority and central bank. Households, in each period, decide about consumption, investment in physical capital, and financial investment in government bonds. The model is built in such a way that satisfaction of the budget constraint of the representative household implies satisfaction of the budget constraint of the government. The model has two state variables: the first is private wealth (consisting of money, bonds and physical capital), and the second is physical capital. The decision variables are: private nominal consumption, social nominal consumption and the amount of bonds bought by the private agent. The optimality conditions are obtained by using the Maximum Principle for discrete dynamic systems. A qualitative analysis of the optimal trajectories is performed, on the basis of the information provided by the Maximum Principle, concerning the dynamics of the dual variables. Finally, we analyze the influence of several monetary and fiscal decisions on the optimal trajectories of the model.

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File URL: http://www.dofin.ase.ro/carfib/wpaefr/wpaefr_1.pdf
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File Function: First version, 2008
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Publisher Info
Paper provided by Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB in its series Advances in Economic and Financial Research - DOFIN Working Paper Series with number 1.

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Date of creation: Jan 2008
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Handle: RePEc:cab:wpaefr:1

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Web page: http://www.dofin.ase.ro/carfib/
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Related research
Keywords: Economic Growth; Monetary Policy; Fiscal Policy; Fiscal Solvency; Maximum Principle;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
D99 - Microeconomics - - Intertemporal Choice and Growth - - - Other
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization
H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus
H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management
O41 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models

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