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Does state-dependent pricing imply coordination failure?

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Author Info
Alexander L. Wolman

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Abstract

The analysis in Ball and Romer [1991] suggests that models with fixed costs of changing price may be rife with multiple equilibria; in their static model price adjustment is always characterized by strategic complementarity, a necessary condition for multiplicity. We extend Ball and Romer's analysis to a dynamic setting. In steady states of the dynamic model, we find only weak complementarity and no evidence of multiplicity, although nonexistence of symmetric steady state with pure strategies does arise in a small number of cases.

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Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 99-05.

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Date of creation: 1999
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Handle: RePEc:fip:fedrwp:99-05

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Related research
Keywords: Monetary policy ; Prices ; Mathematical models;

Cited by:
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  1. Kevin X. D. Huang & Qinglai Meng, 2007. "Capital and macroeconomic instability in a discrete-time model with forward-looking interest rate rules," Working Papers 07-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
  2. John C. Driscoll & Harumi Ito, 2003. "Sticky prices, coordination and enforcement," Finance and Economics Discussion Series 2003-30, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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