Higher-order forward guidance

DOI10.1016/J.JET.2025.106108MaRDI QIDQ6856920zbMATH OpenFDO

Authors Marc Dordal i. Carreras, Seung-Joo Lee

Publication date 18 February 2026

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JET.2025.106108

zbMATH Keywords

aggregate volatilityforward guidancemonetary policyrisk premium

Mathematics Subject Classification ID

Economic growth models (91B62) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites work

• A Risk-Centric Model of Demand Recessions and Speculation*
• A theory of macroprudential policies in the presence of nominal rigidities
• Believe it or not: experimental evidence on sunspot equilibria with social networks
• Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach*
• Really uncertain business cycles
• The Impact of Uncertainty Shocks
• The safety trap
• Time-consistent implementation in macroeconomic games
• Uncertainty shocks in a model of effective demand

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