A Classical View of the Business Cycle

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2021
Volume: 53
Issue: 2-3
Pages: 333-366

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

In the 1920s, Irving Fisher described how variations in the price level, presumably caused by changes in the money stock, were associated with cyclical movements in output and employment. At the same time, Holbrook Working designed a rule for achieving price stability through control of the money supply. This paper develops a structural vector autoregression that allows these “classical” channels of monetary transmission to operate alongside the modern New Keynesian interest rate channel. Even with Bayesian priors favoring the New Keynesian view, the U.S. data produce posterior distributions for the model's parameters consistent with the ideas of Fisher and Working.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:53:y:2021:i:2-3:p:333-366
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24