Calvo vs. Rotemberg in a trend inflation world: An empirical investigation

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2011
Volume: 35
Issue: 11
Pages: 1852-1867

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

This paper estimates and compares New-Keynesian DSGE monetary models of the business cycle derived under two different pricing schemes—Calvo (1983) and Rotemberg (1982)—under a positive trend inflation rate. Our empirical findings (i) support trend inflation as an empirically relevant feature of the U.S. great moderation; (ii) provide evidence in favor of the statistical superiority of the Calvo setting; (iii) point to a substantially lower degree of price indexation under Calvo. We show that the superiority of the Calvo model is due to the restrictions imposed by such a pricing scheme on the aggregate demand equation.

Technical Details

RePEc Handle
repec:eee:dyncon:v:35:y:2011:i:11:p:1852-1867
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24