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Inflation Inertia in Sticky Information Models

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Author Info
Olivier Coibion (University of Michigan)

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Abstract

This paper considers whether the sticky information model of Mankiw and Reis (2002) can robustly deliver inflation inertia. I find that four features of the model play a key role in determining inflation inertia: the frequency of information updating, the degree of real rigidities, the nature and persistence of monetary policy, and the presence or not of information stickiness elsewhere in the economy. Real rigidities serve to dampen firms' desired price changes and are a critical element in delivering inflation inertia. The type of monetary policy, money-growth vs. interest rate rules, also matters, with Taylor rules making inflation inertia less likely than under money growth rules. Adding sticky information in consumption to the model yields a more gradual adjustment of output, thereby decreasing the incentive for firms to change prices on impact and increasing the inertia of inflation. I also explore the implications of using random versus fixed durations of information rigidity and argue that with the latter, the choice of the policy rule has a smaller effect on the qualitative response of inflation. These results allow us to sort out some conflicting conclusions on inflation inertia in sticky information models and suggest that inertia is more sensitive to parameter choices than previously thought.

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Publisher Info
Article provided by Berkeley Electronic Press in its journal Contributions to Macroeconomics.

Volume (Year): 6 (2006)
Issue (Month): 1 ()
Pages: 1374-1374
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Handle: RePEc:bep:maccon:v:6:y:2006:i:1:p:1374-1374

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Related research
Keywords: Inflation Inertia Sticky Information

Find related papers by JEL classification:
E0 - Macroeconomics and Monetary Economics - - General

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. N. Gregory Mankiw & Ricardo Reis, 2002. "Sticky Information Versus Sticky Prices: A Proposal To Replace The New Keynesian Phillips Curve," The Quarterly Journal of Economics, MIT Press, vol. 117(4), pages 1295-1328, November. [Downloadable!] (restricted)
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  2. Kimball, Miles S, 1995. "The Quantitative Analytics of the Basic Neomonetarist Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1241-77, November. [Downloadable!] (restricted)
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  3. Andres, Javier & Lopez-Salido, J. David & Nelson, Edward, 2005. "Sticky-price models and the natural rate hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 1025-1053, July. [Downloadable!] (restricted)
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  4. Ricardo Reis, 2004. "Inattentive Consumers," NBER Working Papers 10883, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Trabandt, Mathias, 2007. "Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework," Working Paper Series 209, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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  6. Michael T. Kiley, 2006. "A quantitative comparison of sticky-price and sticky-information models of price setting," Finance and Economics Discussion Series 2006-45, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  7. Michael Woodford, 2001. "Imperfect Common Knowledge and the Effects of Monetary Policy," NBER Working Papers 8673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Calvo, Guillermo A., 1983. "Staggered prices in a utility-maximizing framework," Journal of Monetary Economics, Elsevier, vol. 12(3), pages 383-398, September. [Downloadable!] (restricted)
  9. Oleg Korenok & Norman R. Swanson, 2007. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1481-1508, 09. [Downloadable!] (restricted)
  10. Taylor, John B., 1993. "Discretion versus policy rules in practice," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 195-214, December. [Downloadable!] (restricted)
  11. Olivier Coibion, 2007. "Testing the Sticky Information Phillips Curve," Working Papers 61, Department of Economics, College of William and Mary. [Downloadable!]
  12. Benjamin D. Keen, 2007. "Sticky Price And Sticky Information Price-Setting Models: What Is The Difference?," Economic Inquiry, Western Economic Association International, vol. 45(4), pages 770-786, October. [Downloadable!] (restricted)
  13. Gali, Jordi & Gertler, Mark, 1999. "Inflation dynamics: A structural econometric analysis," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 195-222, October. [Downloadable!] (restricted)
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Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Peng-fei Wang & Yi Wen, 2006. "Inflation dynamics: a cross-country investigation," Working Papers 2005-076, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  2. N. Gregory Mankiw & Ricardo Reis, 2006. "Sticky Information in General Equilibrium," NBER Working Papers 12605, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Ricardo Reis, 2008. "A Sticky-Information General Equilibrium Model for Policy Analysis," Working Papers Central Bank of Chile 495, Central Bank of Chile. [Downloadable!]
  4. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany. [Downloadable!]
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