Monetary Policy with a Convex Phillips Curve and Asymmetric Loss /

Recent theoretical and empirical work has cast doubt on the hypotheses of a linear Phillips curve and a symmetric quadratic loss function underlying traditional thinking on monetary policy. This paper analyzes the Barro-Gordon optimal monetary policy problem under alternative loss functions-includin...

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מחבר ראשי: Tambakis, Demosthenes
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 1998.
סדרה:IMF Working Papers; Working Paper ; No. 1998/021
גישה מקוונת:Full text available on IMF
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100 1 |a Tambakis, Demosthenes. 
245 1 0 |a Monetary Policy with a Convex Phillips Curve and Asymmetric Loss /  |c Demosthenes Tambakis. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1998. 
300 |a 1 online resource (28 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a Recent theoretical and empirical work has cast doubt on the hypotheses of a linear Phillips curve and a symmetric quadratic loss function underlying traditional thinking on monetary policy. This paper analyzes the Barro-Gordon optimal monetary policy problem under alternative loss functions-including an asymmetric loss function corresponding to the 'opportunistic approach' to disinflation-when the Phillips curve is convex. Numerical simulations are used to compare the implications of the alternative loss functions for equilibrium levels of inflation and unemployment. For parameter estimates relevant to the United States, the symmetric loss function dominates the asymmetric alternative. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1998/021 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1998/021/001.1998.issue-021-en.xml  |z IMF e-Library