Delayed Adjustment and Persistence in Macroeconomic Models

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2023
Volume: 55
Issue: 6
Pages: 1325-1356

Authors (2)

THIJS VAN RENS (University of Warwick) MARIJA VUKOTIĆ (not in RePEc)

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

Estimated impulse responses of investment and hiring typically peak well after the impact of a shock. Standard models with adjustment costs in capital and labor do not exhibit such delayed adjustment, but we argue that it arises naturally when we relax the assumption that the production technology is separable over time. This result, which holds for both convex and nonconvex cost functions, is strong enough to match the persistence observed in the data for reasonable parameter values. We discuss some evidence for our explanation and ways to test it.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:55:y:2023:i:6:p:1325-1356
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29