Intrinsic inflation persistence

A-Tier
Journal: Journal of Monetary Economics
Year: 2010
Volume: 57
Issue: 8
Pages: 1049-1061

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Empirical evidence suggests that inflation determination is not purely forward-looking, but models of price setting have struggled to rationalize this finding without directly assuming backward-looking pricing rules for firms. This paper shows that intrinsic inflation persistence can be explained with no deviation from optimizing, forward-looking behaviour if prices that have remained fixed for longer are more likely to be changed than those set recently. A relationship between the probability of price adjustment and the duration of a price spell is shown to imply a simple "hybrid" Phillips curve including lagged and expected inflation, which is estimated using macroeconomic data.

Technical Details

RePEc Handle
repec:eee:moneco:v:57:y:2010:i:8:p:1049-1061
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29