• Media type: E-Book
  • Title: Optimal Monetary Policy with Distinct Core and Headline Inflation Rates
  • Contributor: Bodenstein, Martin [Author]; Erceg, Christopher J. [Other]; Guerrieri, Luca [Other]
  • Published: [S.l.]: SSRN, [2008]
  • Published in: FRB International Finance Discussion ; No. 941
  • Extent: 1 Online-Ressource (48 p)
  • Language: English
  • DOI: 10.2139/ssrn.1292408
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2008 erstellt
  • Description: In a stylized DSGE model with an energy sector, the optimal policy response to an adverse energy supply shock implies a rise in core inflation, a larger rise in headline inflation, and a decline in wage inflation. The optimal policy is well-approximated by policies that stabilize the output gap, but also by a wide array of quot;dual mandatequot; policies that are not overly aggressive in stabilizing core inflation. Finally, policies that react to a forecast of headline inflation following a temporary energy shock imply markedly different effects than policies that react to a forecast of core, with the former inducing greater volatility in core inflation and the output gap
  • Access State: Open Access