On the stability of Calvo-style price-setting behavior

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2015
Volume: 57
Issue: C
Pages: 77-95

Authors (2)

Lhuissier, Stéphane (Banque de France) Zabelina, Margarita (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

An increasing literature has been concerned that the dynamics of the economy keeps switching and that, in particular, it is important to allow time variation in the degree of Calvo stickiness. We investigate this with a Markov-switching Dynamic Stochastic General Equilibrium model and show that there is little gain when allowing for such time variation. As a result we recommend to use a constant Calvo stickiness parameter, even when allowing for regime shifts elsewhere.

Technical Details

RePEc Handle
repec:eee:dyncon:v:57:y:2015:i:c:p:77-95
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25