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Catching Up with the Joneses in a Sticky Price Model

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Author Info
Jung, Yongseung
Abstract

This paper examines the effect of introducing external habit formation into Calvo-type and Taylor-type sticky price models. The paper shows that external habit formation improves the performance of sticky price models in explaining the selected variables at nearly all frequencies. While each model has diverse successes and failures, the Taylor-type sticky price model seems to capture more closely the hump-shaped spectra of the selected real variables of the data than the Calvo-type sticky price model.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 36 (2004)
Issue (Month): 1 (February)
Pages: 73-93
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Handle: RePEc:mcb:jmoncb:v:36:y:2004:i:1:p:73-93

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Matheron, J. & Poilly, C., 2006. "How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?," Documents de Travail 148, Banque de France. [Downloadable!]
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  2. Plasmans J. & Fornero J. & Michalak T., 2006. "A microfounded sectoral model for open economies," Working Papers 2007013, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
    Other versions:
  3. Christian Pierdzioch & Serkan Yener, 2004. "On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy," Kiel Working Papers 1214, Kiel Institute for the World Economy. [Downloadable!]
  4. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Computing in Economics and Finance 2004 175, Society for Computational Economics. [Downloadable!]
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This page was last updated on 2009-11-12.


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