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Default and determinacy under quantitative easing

Abstract:
We show that the path of inflation under quantitative easing policies that target interest rates, is determinate in the presence of default. We achieve this through different payoff profiles that a collateralised defaultable bond achieves in different states of nature with distinct default outcomes. In the model, heterogeneous households trade this bond and other shorter maturity risk-free bonds to maximize their intertemporal utility of consumption and labour. The differentiated payoffs of the collateralised bond, in an equilibrium with active default, span the full state space giving determinacy of prices and inflation as an outcome. This, implies that quantitative easing as implemented by the ECB in the recent years, can control the stochastic path of inflation.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1007/s00199-021-01365-6

Authors

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Institution:
University of Oxford
Division:
SSD
Sub department:
Saïd Business School
Oxford college:
St Edmund Hall
Role:
Author
ORCID:
0000-0001-8744-0217


Publisher:
Springer
Journal:
Economic Theory More from this journal
Volume:
74
Pages:
95-111
Publication date:
2021-05-01
Acceptance date:
2021-04-12
DOI:
EISSN:
1432-0479
ISSN:
0938-2259


Language:
English
Keywords:
Pubs id:
1181470
Local pid:
pubs:1181470
Deposit date:
2021-06-11
ARK identifier:

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