Determinacy of interest rate rules with bond transaction services in a cashless economy

Discussion Papers
Determinacy of interest rate rules with bond transaction services in a cashless economy

24/2008
Author(s):
Massimiliano Marzo – Paolo Zagaglia
2008. 36 pages.
Publisher:
Bank of Finland
ISBN:
978-952-462-464-0
(Printed publication)
ISBN:
978-952-462-465-7
(Web publication)
ISSN:
0785-3572
(Printed publication)
ISSN:
1456-6184
(Web publication)
Canzoneri and Diba (2004) show that the Taylor principle is not a panacea for equilibrium determinacy in a model where bonds and money provide liquidity services to households. We consider a cashless New Keynesian model with two types of government bonds. One bond provides transaction services, whereas the other is used only as a store of value. We show that the Taylor principle is still sacrosanct, and that the results of Leeper (1991) are confirmed.