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Destabilising Stabilisation Policy in a Dynamic Menu Cost Model

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Author Info
Hansen, Per Svejstrup
Abstract

This paper analyses how systematic stabilisation policy by monetary authorities may change individual price adjustment decision. The model is a stochastic dynamic menu cost model that results in (S,s)-price rules where the price is fixed inside a band. The resulting price rigidity causes output to fluctuate, and hence there is room for stabilisation policy. This paper shows that such a policy might actually be destabilising in the sense that the zone of fixed prices widens, leading to larger output fluctuations. In fact, output can be completely stabilised by a policy that amplifies shocks.

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Publisher Info
Paper provided by Royal Veterinary and Agricultural University, Food and Resource Economic Institute in its series Unit of Economics Working papers with number 24206.

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Date of creation: 2001
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Handle: RePEc:ags:rvaewp:24206

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Related research
Keywords: menu costs; uncertainty; (S; s)-rules; monetary policy; stabilisation; Demand and Price Analysis; E31; E52;

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  1. Caplin, Andrew & Leahy, John, 1991. "State-Dependent Pricing and the Dynamics of Money and Output," The Quarterly Journal of Economics, MIT Press, vol. 106(3), pages 683-708, August. [Downloadable!] (restricted)
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  2. Andrew C. Caplin & Daniel F. Spulber, 1987. "Menu Costs and the Neutrality of Money," NBER Working Papers 2311, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-12-26.


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