Logo image
Monetary policy and stock price dynamics with limited asset market participation
Journal article   Peer reviewed

Monetary policy and stock price dynamics with limited asset market participation

Marco Airaudo
Journal of macroeconomics, v 36, pp 1-22
Jun 2013

Abstract

Determinacy Expectational stability Interest rate rules Learning Limited asset markets participation Multiple equilibria Rule of thumb consumers Stock prices
► I study a New-Keynesian DSGE model with limited asset market participation (LAMP). ► If LAMP is significant, responding to stock prices facilitates equilibrium determinacy and learnability of REE. ► Otherwise, it is likely to induce aggregate instability, in the form of learnable sunspot equilibria. ► The results hold both under contemporaneous and forward-looking interest rate rules. We study a New-Keynesian DSGE model subject to limited asset market participation (LAMP) and assess whether monetary policy should respond to stock prices for what concerns the determinacy and the learnability (E-stability) of the Rational Expectations Equilibrium (REE). We find that interest rate rules granting a positive response to stock prices facilitate both the determinacy and the E-stability of the fundamental REE when the degree of LAMP is sufficiently large to generate an inverted aggregate demand channel of monetary policy transmission. Moreover, according to our analysis, policy rules responding to stock prices appear to perform better than more standard rules responding to output with respect to both equilibrium determinacy and aggregate welfare.

Metrics

5 Record Views
9 citations in Scopus

Details

UN Sustainable Development Goals (SDGs)

This publication has contributed to the advancement of the following goals:

#17 Partnerships for the Goals
#8 Decent Work and Economic Growth

InCites Highlights

Data related to this publication, from InCites Benchmarking & Analytics tool:

Web of Science research areas
Economics
Logo image