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2. Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
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3. Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark.
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4. Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2019). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas.
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5. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
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6. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
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7. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
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8. Rules-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation is Low. (2019). Victor, Jean Gardy ; Khan, Hashmat ; Phaneuf, Louis.
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9. Do we really know that U.S. monetary policy was destabilizing in the 1970s?. (2019). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark.
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10. Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2019). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas.
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11. Monetary Policy and Macroeconomic Stability Revisited. (2018). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
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    RePEc:red:sed018:219.

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12. Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2018). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2018-03.

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13. Monetary Policy and Macroeconomic Stability Revisited. (). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:19-271.

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1. A Appendix A.1 Data We estimate our model in Dynare 4.4.3. using Bayesian methods as described by An and Schorfheide (2007). We obtain 2 million draws from the posterior and discard the first 20 percent of them. The vector of observables contains data on inflation, growth rates of real GDP per capita, growth rates of real consumption per capita, growth rates of real investment per capita, growth rates of real wages, nominal interest rate, and deviations of hours worked from the steady-state.
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2. Altig, D., L. J. Christiano, M. Eichenbaum, and J. Lindé (2011). Firm-Specific Capital, Nominal Rigidities and the Business Cycle. Review of Economic Dynamics 14(2), 225–247.

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11. Carlstrom, C. T. and T. S. Fuerst (2005). Investment and Interest Rate Policy: A Discrete Time Analysis. Journal of Economic Theory 123, 4–20.

12. Christiano, L., M. Eichenbaum, and C. Evans (2005). Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy. Journal of Political Economy 113(1), 1–45.

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18. Hornstein, A. and A. L. Wolman (2005). Trend Inflation, Firm-Specific Capital, and Sticky Prices. Federal Reserve Bank of Richmond Economic Quarterly 91(4), 57–83.
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19. Justiniano, A. and G. E. Primiceri (2008). The Time-Varying Volatility of Macroeconomic Fluctuations. American Economic Review 98(3), 604–641.

20. Justiniano, A., G. E. Primiceri, and A. Tambalotti (2011). Investment Shocks and the Relative Price of Investment. Review of Economic Dynamics 14(1), 101–121.

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23. Krugman, P. (2013). The Four Percent Solution. The New York Times.
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24. Lubik, T. and F. Schorfheide (2004). Testing for Indeterminacy: An Application to U.S. Monetary Policy. American Economic Review 94(1), 190–217.

25. Orphanides, A. (2002). Monetary-Policy Rules and the Great Inflation. American Economic Review 92(2), 115–120.

26. Orphanides, A. and J. C. Williams (2006). Monetary Policy with Imperfect Knowledge. Journal of the European Economic Association 4(2-3), 366–375.

27. Schmitt-Grohe, S. and M. Uribe (2012). What’s News in Business Cycles. Econometrica 80(6), 2733–2764.

28. Smets, F. and R. Wouters (2007). Shocks and Frictions in U.S. Business Cycle: A Bayesian DSGE Approach. American Economic Review 97(3), 586–606.

29. The inverse of the Frisch elasticity of labor supply τ is equal to 1.13, which is smaller than the posterior median reported by Justiniano and Primiceri (2008) and Smets and Wouters (2007) but close to that reported by Christiano, Eichenbaum and Trabandt (2016). The estimates for the parameters governing the frequency of price and wage adjustment νp and νw are 0.82 and 0.58, implying that firms adjust prices approximately once every 16 to 17 months, and wages are adjusted once every 7 to 8 months. Our estimates for νp and νw lie between the values estimated by Justiniano and Primiceri (2008) and the values estimated by Smets and Wouters (2007), respectively. Overall, the structural and the exogenous parameters exhibit good mixing properties. The convergence diagnostics are available upon request from the authors.
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30. The parameters describing the persistence of the Taylor rule ρR1 and ρR2 are 1.29 and −0.43, respectively. While our estimates for the response of the federal funds rate to inflation and the degree of monetary policy inertia are in line with Coibion and Gorodnichenko (2011), the response of the federal funds rate to the output gap and output growth is smaller than the findings of Coibion and Gorodnichenko (2011). Even so, our estimates are in line with Coibion and Gorodnichenko (2011) in that both imply a higher response to output growth than to the output gap.
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31. Turning to the deep structural parameters, the investment adjustment cost parameter κ is equal to 3.98, which is between the posterior median reported by Justiniano and Primiceri (2008), 2.83, and the posterior mean reported by Smets and Wouters (2007), 6.23. The degree of habit persistence in our model is 0.82, which is slightly larger than the posterior mean reported by Smets and Wouters (2007), i.e., 0.68, and the posterior median reported by Justiniano and Primiceri (2008), 0.77. The markup for intermediate goods (ηp − 1)−1 is equal to 0.26, a tad larger than the value estimated by Justiniano and Primiceri (2008), 0.18. The markup for labor types (ηw − 1)−1 is equal to 0.20, similar to the value estimated by Justiniano and Primiceri (2008).
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32. Yun, T. (1996). Nominal Price Rigidity, Money Supply Endogeneity and Business Cycle. Journal of Monetary Economics 37, 345–370.

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