Sticky Prices and Indeterminacy

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2008
Volume: 40
Issue: 5
Pages: 1073-1082

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 aim of this paper is to analyze the link between price rigidity and indeterminacy. This is done within a cash‐in‐advance economy that is known to exhibit indeterminacy at high degrees of relative risk aversion. My findings show that price stickiness reduces the scope of these sunspot equilibria: to be compatible with indeterminacy, sluggish price adjustment requires degrees of relative risk aversion that prove too high to square with data.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:40:y:2008:i:5:p:1073-1082
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29