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Taylor Rules Cause Fiscal Policy Ineffectiveness

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Author Info
Guido Ascari
Neil Rankin
Abstract

With the aim of constructing a dynamic general equilibrium model where fiscal policy can operate as a demand management tool, we develop a framework which combines staggered prices and overlapping generations based on uncertain lifetimes. Price stickiness plus lack of Ricardian Equivalence could be expected to make tax cuts, financed by increasing government debt, effective in raising short-run output. Surprisingly, in our baseline model this fails to occur. We trace the cause to the assumption that monetary policy is governed by a Taylor Rule. If monetary policy is instead governed by a money supply rule, fiscal policy effectiveness is restored.

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Paper provided by Centre for Dynamic Macroeconomic Analysis in its series CDMA Conference Paper Series with number 0707.

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Date of creation: Nov 2007
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Handle: RePEc:san:cdmacp:0707

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Related research
Keywords: staggered prices; overlapping generations; fiscal policy effectiveness; Taylor Rules.;

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Find related papers by JEL classification:
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

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  1. Annicchiarico, Barbara & Giammarioli, Nicola & Piergallini, Alessandro, 2009. "Budgetary Policies in a DSGE Model with Finite Horizons," MPRA Paper 12650, University Library of Munich, Germany. [Downloadable!]
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