Price stickiness along the income distribution and the effects of monetary policy

A-Tier
Journal: Journal of Monetary Economics
Year: 2020
Volume: 110
Issue: C
Pages: 19-32

Authors (3)

Cravino, Javier (not in RePEc) Lan, Ting (not in RePEc) Levchenko, Andrei A. (University of Michigan)

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

Monetary shocks have distributional consequences if they affect relative prices across goods consumed by different households. We document that the prices of the goods consumed by high-income households are stickier and less volatile than those of the goods consumed by middle-income households. Following a monetary policy shock, the estimated impulse responses of high-income households’ consumer price indices are about one-third smaller than those of the middle-income households. We evaluate the implications of these findings in a quantitative multi-sector New–Keynesian model featuring heterogeneous households. The distributional consequences of monetary policy shocks are large and similar to those in the econometric model.

Technical Details

RePEc Handle
repec:eee:moneco:v:110:y:2020:i:c:p:19-32
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25