Pricing Policies and Inflation Inertia /

This paper provides a monetary model with nominal rigidities that differs from the conventional New Keynesian model with firms setting pricing policies instead of price levels. In response to permanent or highly persistent monetary policy shocks this model generates the empirically observed slow (in...

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Bibliografski detalji
Glavni autor: Kumhof, Michael
Daljnji autori: Cespedes, Luis, Parrado, Eric
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2003.
Serija:IMF Working Papers; Working Paper ; No. 2003/087
Online pristup:Full text available on IMF
Opis
Sažetak:This paper provides a monetary model with nominal rigidities that differs from the conventional New Keynesian model with firms setting pricing policies instead of price levels. In response to permanent or highly persistent monetary policy shocks this model generates the empirically observed slow (inertial) and prolonged (persistent) reaction of the inflation rate, and also the recession that typically accompanies moderate disinflations. The reason is that firms respond to such shocks mostly through a change in the long-run or inflation updating component of their pricing policies. With staggered pricing policies there is a time lag before this is reflected in aggregate inflation.
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Opis:1 online resource (27 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Pristup:Electronic access restricted to authorized BRAC University faculty, staff and students