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New evidence on the output cost of fighting inflation

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Author Info
Andrew J. Filardo
Abstract

The Federal Reserve has made significant progress toward price stability over the last two decades. The annual inflation rate has declined from 13 percent in the early 1980s to roughly 2 percent today. But, to be sure, the current low-inflation environment has come at a price.> One key cost of achieving low inflation is the output loss that generally accompanies a permanent decline in inflation, as occurred in the early 1980s and early 1990s. Another more subtle output cost of fighting inflation is the cost of preventing inflation from rising. As incipient inflation pressures build, tighter monetary policy can slow the economy and thereby preemptively forestall the rise in actual inflation. The slower output growth is the cost of resisting inflation pressures. Together, these two output costs of fighting inflation play important roles in determining how best to maintain low inflation and how to seek further disinflation toward price stability.> A significant factor determining the output cost of fighting inflation is the tradeoff between inflation and output, often referred to as the Phillips curve. Traditionally, estimates of this relationship assume the shape of this curve is linear. This implies that the slope of the Phillips curve is a constant and, therefore, independent of the stage of the business cycle, the speed of the disinflation, and how aggressively incipient inflation pressures are fought. Recent research, however, has begun to question whether the slope is constant. Assessing the output cost of fighting inflation may be more complicated than traditionally assumed.> Filardo investigates the shape of the Phillips curve and the associated output cost of fighting inflation. He concludes that, while the Phillips curve traditionally has been thought of as approximately linear, closer examination of the inflation-output relationship reveals important nonlinearities. This new evidence and its implications for the output cost of fighting inflation may require new policy strategies.

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Article provided by Federal Reserve Bank of Kansas City in its journal Economic Review.

Volume (Year): (1998)
Issue (Month): Q III ()
Pages:
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Handle: RePEc:fip:fedker:y:1998:i:qiii:n:v.83no.3

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Keywords: Inflation (Finance) ; Phillips curve;

Cited by:
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  1. Marilyne Huchet-Bourdon & Jean-Jacques Durand & Julien Licheron, 2008. "Sacrifice ratio dispersion within the Euro Zone:What can be learned about implementing a Single Monetary Policy?," Post-Print halshs-00143793_v1, HAL. [Downloadable!]
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  2. Pu Chen & Peter Flaschel, 2005. "Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities," Computational Economics, Springer, vol. 25(1), pages 115-142, February. [Downloadable!] (restricted)
  3. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. José Luis Torres, . "Modelos Para La Inflación Básica de Bienes Transables y No Transables en Colombia," Borradores de Economia 365, Banco de la Republica de Colombia. [Downloadable!]
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  5. JUNCAL CUñNADO & FERNANDO PÉREZ DE GRACIA, 2003. "Sacrifice Ratios: some lessons from EMU countries, 1960-2001," International Review of Applied Economics, Taylor and Francis Journals, vol. 17(3), pages 327-337, July. [Downloadable!] (restricted)
  6. Thomas M Fullerton Jr, 2004. "Short-Run Price Movements in Ecuador," Macroeconomics 0407028, EconWPA. [Downloadable!]
  7. Corrado, L. & Holly, S., 2000. "Piecewise Linear Feedback Rules in a Non Linear Model of the Phillips Curve: Evidence from the US and the UK," Cambridge Working Papers in Economics 0019, Faculty of Economics, University of Cambridge. [Downloadable!]
  8. Juncal Cuñado Eizaguirre & Fernando Pérez de Gracía Hidalgo, . "Tasa de sacrificio en la UEM: Un análisis empírico," Studies on the Spanish Economy 70, FEDEA. [Downloadable!]
  9. Stephen G. Cecchetti & Robert W. Rich, 1999. "Structural estimates of the U.S. sacrifice ratio," Staff Reports 71, Federal Reserve Bank of New York. [Downloadable!]
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  10. Eric T. Swanson, 2005. "Optimal nonlinear policy: signal extraction with a non-normal prior," Working Paper Series 2005-24, Federal Reserve Bank of San Francisco. [Downloadable!]
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  11. Alberto Musso & Livio Stracca & Dick van Dijk, 2007. "Instability and nonlinearity in the Euro area Phillips curve," Working Paper Series 811, European Central Bank. [Downloadable!]
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  12. Alfonso Palacio-Vera, 2006. "On Lower-bound Traps: A Framework for the Analysis of Monetary Policy in the ÒAgeÓ of Central Banks," Economics Working Paper Archive wp_478, Levy Economics Institute, The. [Downloadable!]
  13. Kevin Nell, 2000. "Imported Inflation in South Africa: An Empirical Study," Studies in Economics 0005, Department of Economics, University of Kent. [Downloadable!]
  14. Thomas M Fullerton Jr & Roberto Tinajero, 2004. "Short-Run Price Dynamics in Mexico," Macroeconomics 0407027, EconWPA. [Downloadable!]
  15. Gomes, O. & Mendes, D. A. & Mendes, V. P. & Sousa Ramos, J., 2007. "Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve," Money Macro and Finance (MMF) Research Group Conference 2006 139, Money Macro and Finance Research Group. [Downloadable!]
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  16. Kevin S. Nell, 2000. "Is Low Inflation a Precondition for Faster Growth? The Case of South Africa," Studies in Economics 0011, Department of Economics, University of Kent. [Downloadable!]
  17. Virginie Boinet & Christopher Martin, 2006. "The Perverse Response of Interest Rates," Economics and Finance Discussion Papers 06-20, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  18. Luisa Corrado & Sean Holly, 2003. "Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output," CEIS Research Paper 37, Tor Vergata University, CEIS. [Downloadable!]
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