Nominal shocks in monopolistically competitive markets: An experiment

A-Tier
Journal: Journal of Monetary Economics
Year: 2011
Volume: 58
Issue: 6
Pages: 578-589

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

A market experiment examines the capacity of price and information frictions to explain real responses to nominal price shocks. Results indicate that both price and information frictions impede the response to a nominal shock, as predicted by the standard dynamic adjustment models. Observed adjustment delays, however, far exceed predicted levels. Results of a pair of subsequent treatments indicate that a combination of announcing the shock privately to all sellers (rather than publicly) and a failure of many sellers to best respond to their expectations explains the observed adjustment inertia.

Technical Details

RePEc Handle
repec:eee:moneco:v:58:y:2011:i:6:p:578-589
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25