Monetary Business Cycle Accounting

B-Tier
Journal: Review of Economic Dynamics
Year: 2011
Volume: 14
Issue: 4
Pages: 592-612

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper investigates the quantitative importance of various types of distortions for inflation and nominal interest rate dynamics by extending business cycle accounting to monetary models. Representing various classes of real and nominal distortions as 'wedges' in standard equilibrium conditions allows a quantitative assessment of those distortions. Decomposing the data into movements due to these wedges shows that distortions generating movements in TFP and wedges in equilibrium conditions for asset markets are essential. In contrast, wedges capturing the effects of sticky prices play less important role. These results are robust to alternative implementations of the accounting method. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:09-177
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29