A Tale of Two Rigidities: Sticky Prices in a Sticky‐Information Environment

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2010
Volume: 42
Issue: 8
Pages: 1543-1564

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Macroeconomic models with microeconomic foundations allow for comparisons with macro and micro empirical evidence. This paper proposes a model wherein firms: (i) acquire information infrequently, generating sticky information (Mankiw and Reis 2002) and (ii) face menu costs, producing state‐dependent sticky prices. I estimate parameters via indirect inference and show that under considerable real rigidity, sticky prices in a sticky‐information environment are consistent with micro and macro evidence. Sticky prices not only help match micro data on price changes’ size and durations between adjustments; they also improve the model's fit with the macro data, as embodied in an empirical Phillips curve.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:42:y:2010:i:8:p:1543-1564
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25