Evaluating Policy Rules Under Imperfect Credibility /

Evaluation of policy rules using empirical macroeconomic models is usually done on the assumption that the rules are perfectly credible. However, there are usually circumstances that cause the authorities to abandon any given rule. The public's expectations reflect this possibility. In the pape...

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Bibliographic Details
Main Author: Masson, Paul
Other Authors: Symansky, Steven
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1991.
Series:IMF Working Papers; Working Paper ; No. 1991/128
Subjects:
Online Access:Full text available on IMF
Description
Summary:Evaluation of policy rules using empirical macroeconomic models is usually done on the assumption that the rules are perfectly credible. However, there are usually circumstances that cause the authorities to abandon any given rule. The public's expectations reflect this possibility. In the paper, credibility is assumed to depend on the probability that the authorities will abandon a rule because the resulting utility exceeds that from maintaining the rule. Simulations of a disinflation policy leading to price stability are presented. Its credibility varies over time, depending on the paths for output and inflation.
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Physical Description:1 online resource (24 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students