Product Replacement Bias in Inflation and Its Consequences for Monetary Policy

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2012
Volume: 44
Issue: 2‐3
Pages: 255-299

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

The paper examines a New Keynesian model with product entry and exit and with two types of households. Households consume different product baskets, and therefore, face different inflation rates. The statistical bureau used in the model measures aggregate inflation, but observes product entry with a probabilistic delay. Consequently, measured inflation suffers from product replacement bias with respect to aggregate inflation. Measured inflation is less volatile but more persistent than aggregate inflation, and the correlation between aggregate inflation and aggregate output is lower than the correlation between measured inflation and measured output. When monetary policy responds to measured variables, it stabilizes aggregate inflation insufficiently. Nevertheless, under discretionary monetary policy, responding to measured variables improves welfare.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:44:y:2012:i:2-3:p:255-299
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29