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  • 标题:Timing and duration of inflation targeting regimes
  • 本地全文:下载
  • 作者:Peter Claeys
  • 期刊名称:Ensayos sobre Política Económica
  • 印刷版ISSN:0120-4483
  • 出版年度:2015
  • 卷号:33
  • 期号:76
  • 页码:18-30
  • DOI:10.1016/j.espe.2015.01.001
  • 出版社:Banco de la Republica, Bogotà
  • 摘要:

    Central banks in G7 countries shifted to unconventional policy measures in the aftermath of the Financial Crisis, when faced with economic slack, financial instability and fiscal trouble. This shift ended a spell of rules-based time consistent monetary policy that started in the mid-1980s. I argue that substantial economic, political and financial risks put pressures on the continued support for a monetary regime. Central banks may be forced to adopt policies with no option to reset those options later on. I demonstrate with duration models – on a sample of industrialized and emerging economies from 1970 to 2012 – that the policy switch to inflation targeting happened after episodes with high inflation and public debt, reflecting broad support for stability-oriented monetary (and fiscal) policy. More generally, changes in monetary regimes occur after a crisis. High inflation makes central banks pursue active monetary policies, while they forsake those same policies in the wake of fiscal or financial crises.

  • 关键词:E62. E65. H11. H62.
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