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The Cost of Nominal Rigidity in NNS Models

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Author Info
MATTHEW B. CANZONERI
ROBERT E. CUMBY
BEHZAD T. DIBA

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Abstract

We present a model with Calvo wage and price setting, capital formation, and estimated rules for government spending and monetary policy. Our model captures many aspects of U.S. data, including the volatility that has been observed in various efficiency gaps. We estimate the cost of nominal rigidity-welfare under flexible wages and prices minus welfare with nominal rigidities-to be as much as 3% of consumption each period. Since there are interest rate rules that virtually eliminate this cost, our model suggests that-contrary to Lucas's (2003) assertion-there is considerable room for improvement in demand management policy. Copyright 2007 The Ohio State University.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1538-4616.2007.00079.x
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Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 39 (2007)
Issue (Month): 7 (October)
Pages: 1563-1586
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Handle: RePEc:mcb:jmoncb:v:39:y:2007:i:7:p:1563-1586

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

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  1. Matthew Canzoneri & Robert E. Cumby & Behzad Diba & David Lopez-Salido, 2008. "Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework," NBER Working Papers 14244, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Gaurav Saroliya, 2007. "The New Keynesian Business Cycle Achievements and Challenges," Discussion Papers 07/20, Department of Economics, University of York. [Downloadable!]
  3. Eric Mayer & Oliver Grimm, 2008. "Countercyclical Taxation and Price Dispersion," Economics working paper series 08/88, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. [Downloadable!]
  4. Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
  5. Enrique Martinez-Garcia & Jens Søndergaard, 2008. "The real exchange rate in sticky price models: does investment matter?," Globalization and Monetary Policy Institute Working Paper 17, Federal Reserve Bank of Dallas. [Downloadable!]
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