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The Cost Channel Of Monetary Policy And Indeterminacy

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Author Info
Surico, Paolo

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Abstract

We study the conditions that guarantee equilibrium determinacy in a standard sticky price model augmented with a cost channel. A central bank that assigns some positive weight to the output gap in its reaction function makes the economy more prone to multiple equilibria relative to the standard case. The value of the threshold on the interest rate response to inflation is above one and depends on the fraction of firms that need to borrow their bills payment.

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Publisher Info
Article provided by Cambridge University Press in its journal Macroeconomic Dynamics.

Volume (Year): 12 (2008)
Issue (Month): 05 (November)
Pages: 724-735
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Handle: RePEc:cup:macdyn:v:12:y:2008:i:05:p:724-735_07

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  1. Guido Ascari & Tiziano Ropele, 2009. "Trend inflation, Taylor principle and indeterminacy," Temi di discussione (Economic working papers) 708, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
  2. Yunus Aksoy & Henrique S Basso & Javier Coto Matinez, 2009. "Liquidity Effects and Cost Channels in Monetary Transmission," Birkbeck Working Papers in Economics and Finance 0902, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
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This page was last updated on 2009-12-9.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.