d. rise at first, then decline later.
Answer:
The equity-premium puzzle refers to the surprising result that
a. stock prices are inversely related to interest rates.
b. the transactions costs for buying stocks may be as high as 5 percent of the total value
of those stocks, greatly reducing the net returns to stocks.
c. equity prices are much too high when compared with the fundamental value of the
stock market, as determined by using the present-value formula.
d. people will not pay to avoid risk in everyday situations, but when it comes to the
stock market, people are willing to give up large potential returns to stocks in order to
buy safer Treasury securities.
Answer:
Suppose the economy is thought to be 1 percent below its potential output (i.e., the
output gap is −1 percent). The potential output is growing at 4% a year. Suppose the
Fed is following the Taylor rule, with an inflation rate of 4 percent over the past year.
The equilibrium real fed funds rate is 3 percent, the weight on the output gap is 0.75
and the weigh on the inflation gap is 0.25. The inflation target is 1 percent. What should
the federal funds rate be?
a. 7 percent