Monetary/Fiscal Policy Mix and Asset Prices

Howard Kung, Gonzalo Morales and Francesco Bianchi
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Howard Kung: London Business School

No 1224, 2015 Meeting Papers from Society for Economic Dynamics

Abstract: This paper estimates monetary and fiscal policy rules using a New Keynesian model that allows for changes in the monetary/fiscal policy mix, generates a sizeable bond risk premia, and takes into account the effects of the zero lower bound.

Date: 2015
New Economics Papers: this item is included in nep-cba, nep-dge, nep-mac and nep-mon
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:red:sed015:1224

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