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Piaci alkalmazkodás ragadós árak mellett - Calvo-típusú ármerevség egy ágensalapú modellben
[Market adjustment under sticky prices: the price rigidity of a Calvo type in an agent-based model]

Author

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  • Váry, Miklós

Abstract

A tanulmányban ármerevséget vezetünk be egy ágensalapú piaci modellbe a Calvo-féle megoldáshoz hasonló módon. Amellett érvelünk, hogy az árak merevségének DSGE modellekben leírt következményei (átváltás az ár és a termelés ingadozása között, illetve az átlagos értékek változatlansága az ármerevség függvényében) csak a modellek sajátos feltevéseiből következnek. Megmutatjuk, hogy egy ágensalapú modellben más hatások mutathatók ki: pozitív kapcsolat van az ár és a termelés ingadozása között az ármerevség függvényében, ami egy fordított U alakú összefüggés szerint hat a változók ingadozására. A rugalmasabb árak nagyobb átlagos kibocsátáshoz is vezetnek. A vállalatok ármerevségbeli heterogenitásának nincs hatása a változókra. Ha a vállalatok nagyobb súllyal veszik figyelembe a versenytársak árait az árdöntés során, akkor rugalmas árak mellett csökken, ragadós árak mellett nő az ár és a termelés ingadozása. A vállalatok közötti ismertségi hálózat sűrűségének növekedése rugalmas árak esetén csökkenti a változók ingadozását, ragadós árak mellett nem hat rájuk. Journal of Economic Literature (JEL) kód: B59, D01, D21, D49, E12, L11.

Suggested Citation

  • Váry, Miklós, 2015. "Piaci alkalmazkodás ragadós árak mellett - Calvo-típusú ármerevség egy ágensalapú modellben [Market adjustment under sticky prices: the price rigidity of a Calvo type in an agent-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 48-77.
    • Handle: RePEc:ksa:szemle:1528
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    More about this item

    JEL classification:

    • B59 - Schools of Economic Thought and Methodology - - Current Heterodox Approaches - - - Other
    • D01 - Microeconomics - - General - - - Microeconomic Behavior: Underlying Principles
    • D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
    • D49 - Microeconomics - - Market Structure, Pricing, and Design - - - Other
    • E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian; Modern Monetary Theory
    • L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms

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