Inflation Announcements and Social Dynamics

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2017
Volume: 49
Issue: 8
Pages: 1673-1713

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 propose a new framework for understanding the effectiveness of central bank announcements when firms have heterogeneous inflation expectations. Expectations are updated through social dynamics and, with heterogeneity, not all firms choose to operate, putting downward pressure on realized inflation. Our model rationalizes why countries stuck at the zero lower bound have had a hard time increasing inflation without being aggressive. The same model also predicts that announcing an abrupt target to disinflate will cause inflation to undershoot the target, whereas announcing gradual targets will not. We present new empirical evidence that corroborates this prediction.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:49:y:2017:i:8:p:1673-1713
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25