Monetary shocks in models with observation and menu costs

A-Tier
Journal: Journal of the European Economic Association
Year: 2018
Volume: 16
Issue: 2
Pages: 353-382

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We study economies where price stickiness arises due to the simultaneous presence of both menu and information costs. We identify the relative importance of these costs using firm’s survey data and analyze the response of prices and output following a permanent unexpected monetary shock. For a given frequency of price adjustment, we find that the information friction significantly amplifies the real effect of the shock when the shock is small, or when it is not known by firms. Instead, when the shock is large and known to firms the flexibility of prices increases and the real effects gradually vanish.

Technical Details

RePEc Handle
repec:oup:jeurec:v:16:y:2018:i:2:p:353-382.
Journal Field
General
Author Count
3
Added to Database
2026-01-25