Precautionary price stickiness

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2015
Volume: 58
Issue: C
Pages: 218-234

Authors (2)

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

This paper proposes a model in which retail prices are sticky even though firms can always change their prices at zero cost. Instead of imposing a “menu cost”, we assume that more precise decisions are more costly. In equilibrium, firms optimally make some errors in price-setting, thus economizing on managerial time. Both the time cost of choice, and the resulting risk of errors, give firms an incentive to leave their prices unchanged until they perceive a sufficiently costly deviation from the optimal price. We show that this error-prone “control cost” framework helps explain many puzzling observations from microdata. However, on the macroeconomic side, pricing errors do little to explain the real effects of monetary shocks.

Technical Details

RePEc Handle
repec:eee:dyncon:v:58:y:2015:i:c:p:218-234
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25