Is increased price flexibility stabilizing? Redux

A-Tier
Journal: Journal of Monetary Economics
Year: 2018
Volume: 100
Issue: C
Pages: 66-82

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

What are the implications of increased price flexibility on output volatility? In a simple DSGE model, we show analytically that more flexible prices always amplify output volatility for supply shocks and also amplify output volatility for demand shocks if monetary policy does not respond strongly to inflation. More flexible prices often reduce welfare, even under optimal monetary policy if full efficiency cannot be attained. Our results extend to a model with both sticky information and wages. We estimate a quantitative DSGE model using Bayesian methods and using counterfactual experiments show that our results from the simple model continue to apply.

Technical Details

RePEc Handle
repec:eee:moneco:v:100:y:2018:i:c:p:66-82
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24