Logit Price Dynamics

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2019
Volume: 51
Issue: 1
Pages: 43-78

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

We model retail price stickiness as the result of costly, error‐prone decision making. Under our assumed cost function for the precision of choice, the timing of price adjustments and the prices firms set are both logit random variables. Errors in the prices firms set help explain micro facts related to the size of price changes, the behavior of adjustment hazards, and the variability of prices and costs. Errors in adjustment timing increase the real effects of monetary shocks, by reducing the “selection effect.” Allowing for both types of errors also helps explain how trend inflation affects price adjustment.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:51:y:2019:i:1:p:43-78
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25