Keynesian economics without the Phillips curve

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2018
Volume: 89
Issue: C
Pages: 137-150

Authors (2)

Farmer, Roger E.A. (University of Warwick) Nicolò, Giovanni (not in RePEc)

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 extend Farmer’s 2012b Monetary (FM) model in three ways. First, we derive an analog of the Taylor Principle and we show that it fails in U.S. data. Second, we use the fact that the model displays dynamic indeterminacy to explain the real effects of nominal shocks. Third, we use the fact the model displays steady-state indeterminacy to explain the persistence of unemployment. We show that the FM model outperforms the New-Keynesian model and we argue that its superior performance arises from the fact that the reduced form of the FM model is a VECM as opposed to a VAR.

Technical Details

RePEc Handle
repec:eee:dyncon:v:89:y:2018:i:c:p:137-150
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25