State-dependent fiscal multipliers: Calvo vs. Rotemberg

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 159
Issue: C
Pages: 190-194

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

This paper studies the properties of the fiscal multiplier in both the Calvo (1983) and Rotemberg (1982) variants of the New Keynesian model. Though identical to first order, the two variants of the model are not the same globally or to higher order. We solve both versions of the model using a third order approximation, and compute the distributions of fiscal multipliers by drawing from the ergodic distributions of states. The multiplier is significantly more variable across states in the Rotemberg model. These differences are magnified when the nominal interest rate is pegged instead of governed by an active Taylor rule.

Technical Details

RePEc Handle
repec:eee:ecolet:v:159:y:2017:i:c:p:190-194
Journal Field
General
Author Count
2
Added to Database
2026-01-29