Phillips Correlation and Price‐Change Distributions under Declining Trend Inflation

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2023
Volume: 55
Issue: 5
Pages: 1271-1305

Authors (3)

Sohei Kaihatsu (Bank of Japan) Mitsuru Katagiri (not in RePEc) Noriyuki Shiraki (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

The relationship between inflation dynamics and micro‐level pricing behavior is an underexplored research area. In this article, we first document that deflationary periods in Japan were associated with (i) variations in the distribution of price changes at the micro level, and (ii) a weakening in the Phillips correlation at the macro level. We construct a multisector general equilibrium model with sector‐specific menu costs, a feature that is supported by our estimation using sectoral data, and show that declining trend inflation and an increasing share of services in private consumption together can quantitatively explain the above two observations.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:55:y:2023:i:5:p:1271-1305
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25