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  • 标题:What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?
  • 本地全文:下载
  • 作者:Neville R. Francis ; Michael T. Owyang
  • 期刊名称:International Journal of Central Banking
  • 印刷版ISSN:1815-4654
  • 出版年度:2005
  • 卷号:2005
  • 期号:dec
  • 出版社:IJCB Publications Fulfillment
  • 摘要:

    In a recent paper, Galí, López-Salido, and Vallées (2003) examined the Federal Reserve’s response to VAR-identified technology shocks. They found that during the Martin-Burns- Miller era, the Federal Reserve responded to technology shocks by overstabilizing output, while in the Volcker-Greenspan era, the Federal Reserve adopted an inflation-targeting rule. We extend their analysis to countries of the G-7; moreover, we consider the factors that may contribute to differing monetary responses across countries. Specifically, we find a relationship between the volatility of capital investment, the type of monetary policy rule, the responsiveness of the rule to output and inflation fluctuations, and the response to technology shocks.

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