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Money in Monetary Policy Design under Uncertainty: A Formal Characterization of ECB-Style Cross-Checking

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Author Info
Guenter W. Beck () (Frankfurt University and CFS)
Volker Wieland () (Frankfurt University, CFS and CEPR)

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Abstract

The European Central Bank has assigned a special role to money in its two pillar strategy and has received much criticism for this decision. The case against including money in the central bank’s interest rate rule is based on a standard model of the monetary transmission process that underlies many contributions to research on monetary policy in the last two decades. In this paper, we develop a justification for including money in the interest rate rule by allowing for imperfect knowledge regarding unobservables such as potential output and equilibrium interest rates. We formulate a novel characterization of ECB-style monetary cross-checking and show that it can generate substantial stabilization benefits in the event of persistent policy misperceptions regarding potential output.

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Publisher Info
Paper provided by Center for Financial Studies in its series CFS Working Paper Series with number 2007/18.

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Length: 13 pages
Date of creation: 22 Mar 2007
Date of revision:
Handle: RePEc:cfs:cfswop:wp200718

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Related research
Keywords: Monetary Policy; Money; Quantity Theory; Phillips Curve; European Central Bank; Policy Under Uncertainty;

Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

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This page was last updated on 2009-11-11.


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