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Adaptive Learning and Inflation Dynamics in a Flexible Price Model

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Author Info
Sergio Santoro
Abstract

In most of the recent macroeconomics literature, the sticky reaction of prices in response to changes in aggregate conditions has been modelled following the highly influential contribution of Calvo (1983). However, this approach has difficulties in accounting for some well-established stylized facts, like the sluggish and delayed response of inflation to demand shocks, and the positive correlation between real output and the rate of change of inflation. In this paper, we will investigate the possibility of a simple flexible prices and monopolistic competitive model to match this features, when the expectations of the firms are formed following the adaptive learning literature

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Publisher Info
Paper provided by Econometric Society in its series Econometric Society 2004 North American Summer Meetings with number 533.

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Date of creation: 11 Aug 2004
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Handle: RePEc:ecm:nasm04:533

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Related research
Keywords: Adaptive learning; monetary shock; persistence;

Find related papers by JEL classification:
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations

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This page was last updated on 2009-12-2.


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