Holdings: Sticky Prices :: THWS Bibkatalog

Sticky Prices: An Empirical Assessment of Alternative Models

This paper presents a model of staggered price setting that allows for a flexible distribution of the durations of the prices underlying aggregate price behavior, and estimates it with U.S. data. When tested against an unrestricted version of this model, standard models of sticky prices are rejected...

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Bibliographic Details
Main Author:	Jadresic, Esteban (Author)
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C International Monetary Fund 1999
Series:	IMF Working Papers Working Paper No. 99/72
Online Access:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Summary:	This paper presents a model of staggered price setting that allows for a flexible distribution of the durations of the prices underlying aggregate price behavior, and estimates it with U.S. data. When tested against an unrestricted version of this model, standard models of sticky prices are rejected. In contrast, a stylized model that assumes a trimodal distribution of price durations-with clusters on the first, fourth, and eighth quarter after prices are set-easily passes the same test. In addition, this model is able to replicate the dynamic behavior of inflation and output found in the data
Physical Description:	1 Online-Ressource (28 p)
ISBN:	145184932X 9781451849325

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spelling	Jadresic, Esteban Verfasser aut Sticky Prices An Empirical Assessment of Alternative Models Jadresic, Esteban Washington, D.C International Monetary Fund 1999 1 Online-Ressource (28 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 99/72 This paper presents a model of staggered price setting that allows for a flexible distribution of the durations of the prices underlying aggregate price behavior, and estimates it with U.S. data. When tested against an unrestricted version of this model, standard models of sticky prices are rejected. In contrast, a stylized model that assumes a trimodal distribution of price durations-with clusters on the first, fourth, and eighth quarter after prices are set-easily passes the same test. In addition, this model is able to replicate the dynamic behavior of inflation and output found in the data Online-Ausg http://elibrary.imf.org/view/IMF001/06507-9781451849325/06507-9781451849325/06507-9781451849325.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Jadresic, Esteban Sticky Prices An Empirical Assessment of Alternative Models
title	Sticky Prices An Empirical Assessment of Alternative Models
title_auth	Sticky Prices An Empirical Assessment of Alternative Models
title_exact_search	Sticky Prices An Empirical Assessment of Alternative Models
title_exact_search_txtP	Sticky Prices An Empirical Assessment of Alternative Models
title_full	Sticky Prices An Empirical Assessment of Alternative Models Jadresic, Esteban
title_fullStr	Sticky Prices An Empirical Assessment of Alternative Models Jadresic, Esteban
title_full_unstemmed	Sticky Prices An Empirical Assessment of Alternative Models Jadresic, Esteban
title_short	Sticky Prices
title_sort	sticky prices an empirical assessment of alternative models
title_sub	An Empirical Assessment of Alternative Models
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