Trend inflation, sticky prices, and expectational stability

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2014
Volume: 42
Issue: C
Pages: 175-187

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Micro evidence indicates that each period a fraction of prices is kept unchanged under a positive trend inflation rate. In a sticky price model based on this evidence, recent research shows that high trend inflation is a serious cause for indeterminacy of rational expectations equilibrium under the Taylor rule. This paper examines implications of trend inflation for expectational stability of the equilibrium. An empirically plausible calibration of the model demonstrates that a fundamental rational expectations equilibrium is likely to be expectationally stable even in cases of indeterminacy induced by high trend inflation.

Technical Details

RePEc Handle
repec:eee:dyncon:v:42:y:2014:i:c:p:175-187
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25