Non-separability and sectoral comovement in a sticky price model

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2013
Volume: 37
Issue: 9
Pages: 1715-1735

Authors (2)

Kim, Kwang Hwan (not in RePEc) Katayama, Munechika (Waseda University)

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

This paper resolves the sectoral comovement problem between nondurable and durable outputs that arises in response to a monetary shock in a two-sector sticky price model with flexibly priced durable goods. We analytically demonstrate that the non-separability between aggregate consumption and labor can generate the comovement between nondurable and durable outputs in response to a monetary policy shock. We then estimate the degree of non-separability, together with other parameters, using a Bayesian approach. We find that the non-separable preferences are supported by the data and our estimated model generates the sectoral comovement in response to a monetary shock.

Technical Details

RePEc Handle
repec:eee:dyncon:v:37:y:2013:i:9:p:1715-1735
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25