Impacts of Priors on Convergence and Escapes from Nash Inflation

B-Tier
Journal: Review of Economic Dynamics
Year: 2005
Volume: 8
Issue: 2
Pages: 360-391

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

Recent papers have analyzed how economies with adaptive agents may converge to and escape from self-confirming equilibria. These papers have imputed to agents a particular prior about drifting coefficients. In the context of a model of monetary policy, this paper analyzes dynamics that govern both convergence and escape under a more general class of priors for the government. We characterize how the shape of the prior influences possible cycles, convergence, and escapes. There are priors for which the E-stability condition is not enough to assure local convergence to a self-confirming equilibrium. Our analysis also isolates the source of differences in the sustainability of Ramsey inflation encountered in the analyses of Sims (1988) and Chung (1990), on the one hand, and Cho, Williams, and Sargent (2002), on the other. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:v:8:y:2005:i:2:p:360-391
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29