• Media type: E-Book
  • Title: Macroeconomic Policy Games
  • Contributor: Bodenstein, Martin [Author]; Guerrieri, Luca [Other]; LaBriola, Joe [Other]
  • Published: [S.l.]: SSRN, [2014]
  • Published in: FEDS Working Paper ; No. 2014-87
  • Extent: 1 Online-Ressource (58 p)
  • Language: English
  • DOI: 10.2139/ssrn.2520201
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2014 erstellt
  • Description: Strategic interactions between policymakers arise whenever each policymaker has distinct objectives. Deviating from full cooperation can result in large welfare losses. To facilitate the study of strategic interactions, we develop a toolbox that characterizes the welfare-maximizing cooperative Ramsey policies under full commitment and open-loop Nash games. Two examples for the use of our toolbox offer some novel results. The first example revisits the case of monetary policy coordination in a two-country model to confirm that our approach replicates well-known results in the literature and extends these results by highlighting their sensitivity to the choice of policy instrument. For the second example, a central bank and a macroprudential regulator are assigned distinct objectives in a model with financial frictions. Lack of coordination leads to large welfare losses even if technology shocks are the only source of fluctuations
  • Access State: Open Access