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Ramsey Monetary Policy With Capital Accumulation And Nominal Rigidities

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FAIA, ESTER

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Abstract

Recent literature on the design of optimal monetary policy has shown that deviations from price stability are small whenever prices are sticky. This paper reconsiders this issue by introducing capital accumulation in the model. Optimal monetary policy in this setup implies small deviations from price stability. The monetary authority optimally uses inflation as an explicit tax on monopolistic profits to reduce the price markup across states. Variable markup is achieved in this setup because the share of investment demand over output varies across states and in response to TFP shocks.

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File URL: http://journals.cambridge.org/abstract_S1365100507070083
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Publisher Info
Article provided by Cambridge University Press in its journal Macroeconomic Dynamics.

Volume (Year): 12 (2008)
Issue (Month): S1 (April)
Pages: 90-99
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Handle: RePEc:cup:macdyn:v:12:y:2008:i:s1:p:90-99_07

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  1. Ester Faia, 2007. "Ramsey monetary policy with labour market frictions," Working Paper Series 707, European Central Bank. [Downloadable!]
    Other versions:
  2. Ester Faia, 2006. "Optimal monetary policy rules with labor market frictions," Working Paper Series 698, European Central Bank. [Downloadable!]
    Other versions:
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This page was last updated on 2010-1-6.


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