State-dependent pricing turns money into a two-edged sword: A new role for monetary policy

B-Tier
Journal: Journal of International Money and Finance
Year: 2021
Volume: 119
Issue: C

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Strong evidence exists that price/wage durations are dependent on the state of the economy, especially inflation. We embed this dependence in a macro model of the US that otherwise does well in matching the economy’s behaviour in the last three decades; it now also matches it over the whole post-war period. This finding implies a major new role for monetary policy: besides controlling inflation it now determines the economy’s price stickiness. We find that, when backed by fiscal policy in preventing a ZLB, by targeting nominal GDP monetary policy can achieve high price stability and avoid large cyclical output fluctuations.

Technical Details

RePEc Handle
repec:eee:jimfin:v:119:y:2021:i:c:s0261560621001479
Journal Field
International
Author Count
3
Added to Database
2026-01-25