Inflation, human capital and Tobin's q

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2012
Volume: 36
Issue: 7
Pages: 1057-1074

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

A strong US postwar low frequency negative correlation exists between inflation and Tobin's q. To explain this, a production-based monetary asset pricing model is formulated with a rising marginal cost of investment, cash-in-advance and human capital based endogenous growth. Higher money supply growth causes higher inflation, lower output growth, and a lower q in the long run. The baseline model simulates well correlations of the US inflation rate and Tobin's q at each frequency of high, business cycle, low, and the “medium term.” It also performs well in correlations and volatilities compared to related exogenous growth versions.

Technical Details

RePEc Handle
repec:eee:dyncon:v:36:y:2012:i:7:p:1057-1074
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24