On the Markov switching welfare cost of inflation

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2019
Volume: 108
Issue: C

Authors (2)

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

This paper uses the Markov switching approach to account for instabilities in the long-run money demand function and compute the welfare cost of inflation in the United States. In doing so, it circumvents the problem of data-mining of some earlier seminal contributions on these issues, allowing for complicated nonlinear dynamics and sudden changes in the parameters of the money demand function. Moreover, it extends the sample period, and investigates the robustness of results to alternative money demand specifications, monetary aggregation procedures, and assumptions regarding dynamics aspects of the money demand specification.

Technical Details

RePEc Handle
repec:eee:dyncon:v:108:y:2019:i:c:s0165188919301472
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29