Monetary policy regimes and the forward bias for foreign exchange

This paper provides a theoretical discussion of the forward premium anomaly. We reformulate the well-known Lucas (1982) model by allowing for the existence ofmonetarypolicy regimes. The monetary supply is viewed as having two stochastic components: (a) a persistent component that reflects the prefer...

Descripción completa

Detalles Bibliográficos
Autores: Lafuente, Juan A, Pérez Sánchez, Rafaela María, Ruiz Andújar, Jesús
Tipo de recurso: artículo
Fecha de publicación:2016
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/23620
Acceso en línea:https://hdl.handle.net/20.500.14352/23620
Access Level:acceso abierto
Palabra clave:E43
F31
G14
Monetary policy
Regime shifts
Learning
Forward bias.
Dinero
Finanzas
Macroeconomía
5304.06 Dinero y Operaciones Bancarias
5307.14 Teoría Macroeconómica
Descripción
Sumario:This paper provides a theoretical discussion of the forward premium anomaly. We reformulate the well-known Lucas (1982) model by allowing for the existence ofmonetarypolicy regimes. The monetary supply is viewed as having two stochastic components: (a) a persistent component that reflects the preferences of the central bank regarding the long-run money supply or inflation target, and (b) a transitory component that represents short-lived interventions. To generate agents’ forecasts, we consider two scenarios: (a) consumers can distinguish the permanent and the transitory components of the money supply (complete information), and (b) consumers face a signal-extraction problem to disentangle permanent and transitory components of the money supply (incomplete information). We simulate the model from a careful estimate of the parameters involved in the model. Numerical simulations reveal that, under complete information, forward unbiasedness cannot be rejected at conventionally significant levels. However, when learning about monetary policy is incorporated, the forward bias can be reproduced without artificially assuming an unreasonable degree of risk aversion.