Volume 21, Issue 2 April 2025

Optimal Monetary Policy with Non-homothetic Preferences

Abstract

We study optimal monetary policy in a multisector model where preferences are non-homothetic. We find that a lowerthan-one income elasticity in food demand, due to non-homotheticity, reduces the weight on food inflation in the optimal index that the monetary authority should target. The reasons are threefold. First, food price stabilization requires large deviations of output from the efficient level. Second, food demand becomes insensitive to monetary policy. Third, the low sectoral marginal propensity to consume implies that food price volatility has a reduced impact on aggregate demand. These results provide a rationale for targeting an index that excludes food inflation.

Authors

  • Cesar Blanco
  • Seb

JEL codes

  • E31
  • E52

Other papers in this issue

Thiago R T Ferreira and Nils Gornemann and Julio L Ortiz

Margherita Bottero and Stefano Schiaffi

Jean-Paul L’Huillier and Gregory Phelan

Julien Bengui and Lu Han and Gaelan MacKenzie

Wolfgang Lechthaler and Mewael F Tesfaselassie

Richard K Crump and Stefano Eusepi and Domenico Giannone and Eric Qian and Argia Sbordone