The Cost of Nominal Rigidity in NNS Models

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2007
Volume: 39
Issue: 7
Pages: 1563-1586

Authors (3)

MATTHEW B. CANZONERI ROBERT E. CUMBY (not in RePEc) BEHZAD T. DIBA (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We present a model with Calvo wage and price setting, capital formation, and estimated rules for government spending and monetary policy. Our model captures many aspects of U.S. data, including the volatility that has been observed in various efficiency gaps. We estimate the cost of nominal rigidity—welfare under flexible wages and prices minus welfare with nominal rigidities—to be as much as 3% of consumption each period. Since there are interest rate rules that virtually eliminate this cost, our model suggests that—contrary to Lucas's (2003) assertion—there is considerable room for improvement in demand management policy.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:39:y:2007:i:7:p:1563-1586
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25