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Author:Ilut, Cosmin 

Conference Paper
Monetary policy and stock market booms

Proceedings - Economic Policy Symposium - Jackson Hole

Working Paper
Monetary policy and stock market booms

Historical data and model simulations support the following conclusion: Inflation is low during stock market booms, so an interest rate rule that is too narrowly focused on inflation destabilizes asset markets and the broader economy. Adjustments to the interest rate rule can remove this source of welfare-reducing instability. For example, allowing an independent role for credit growth (beyond its role in constructing the inflation forecast) would reduce the volatility of output and asset prices.
FRB Atlanta CQER Working Paper , Paper 2010-08

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