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Record W1420874543 · doi:10.20955/r.97.233-56

A Model of U.S. Monetary Policy Before and After the Great Recession

2015· article· en· W1420874543 on OpenAlexaff
David Andolfatto

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsSimon Fraser University
Fundersnot available
KeywordsMonetary policyRecessionEconomicsKeynesian economicsGreat recessionMonetary economics

Abstract

fetched live from OpenAlex

he Great Recession of 2007-09 and its aftermath ushered in a new era for U.S. monetary policy.Prior to 2008, the Federal Reserve's policy rate stood in excess of 500 basis points.In 2008, the policy rate declined rapidly to 25 basis points, where it has remained ever since.Prior to 2008, the Fed's balance sheet stood at less than $1 trillion dollars-about 7 percent of gross domestic product (GDP).Fed security holdings and liabilities are presently near $4.5 trillion dollars-about 25 percent of GDP.Most of these liabilities exist as excess reserves in the banking system.Prior to 2008, excess reserves were essentially zero.The situation is so unusual that commentators frequently describe the Fed as sailing in uncharted waters.The U.S. economy has recovered steadily, if somewhat slowly, since the end of the Great Recession.After peaking at over 10 percent in 2009, the civilian unemployment rate at the time this article was written was close to 5.5 percent.Despite the more than fourfold increase in the supply of base money, personal consumption expenditures (PCE) inflation undershot the Fed's 2 percent target throughout much of the recovery.With inflation varying betweenThe author studies a simple dynamic general equilibrium monetary model to interpret key macroeconomic developments in the U.S. economy both before and after the Great Recession.In normal times, when the Federal Reserve's policy rate is above the interest paid on reserves, countercyclical monetary policy works in a textbook manner.When a shock drives the policy rate to the zero lower bound, the economy enters a liquidity-trap scenario in which open market purchases of government securities have no real or nominal effects, apart from expanding the supply of excess reserves in the banking sector.In a liquidity trap, the Fed loses all control of inflation, which is now determined entirely by the fiscal authority.In normal times, raising the interest paid on reserves stimulates economic activity, but in a liquidity trap, raising the interest paid on reserves retards economic activity.(JEL E4, E5)

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.122
Threshold uncertainty score0.228

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.042
GPT teacher head0.224
Teacher spread0.182 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations5
Published2015
Admission routes1
Has abstractyes

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