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Nominal Contracting and Price Flexibility in Product Markets

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Author Info
R. Glenn Hubbard
Robert J. Weiner

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Abstract

The search for microeconomic foundations of non-Walrasian outcomes in labor and product markets has spawned many studies of contracting. This paper emphasizes the role of contracts for market equilibrium -- for many raw materials and basic industrial commodities -- in which long-term contractual arrangements and spot markets coexist. Our principal goals are two -- (i) to explain the existence of contracts and the equilibrium fraction of trades carried out under contract, and (ii) to consider the impact of demand and supply shocks on spot prices when market trades also take place through long-term contracts. We find that the relative importance of contracting depends on, inter alia, the variance of the spot price and the sources of underlying fluctuations. Consistent with the findings of previous macroeconomic studies, we find that contracting and price rigidity are more likely the more important demand shocks are relative to supply shocks. We adapt our static model of contract price and quantity determination to discuss the adjustment of contract prices. Finally, we discuss three important applications of our multiple-price modeling structure -- to (i) analyses of the effects of changes in vertical market structure on market equilibrium in commodity markets (with specific reference to petroleum and copper), (ii) models of the optimal degree of contract indexation,and (iii) aggregate studies of "sticky prices" in macroeconomics.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 1738.

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Date of creation: Oct 1985
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Publication status: published as Hubbard and Weiner, "Contracting and Price Flexibility in Commodity Markets ," from Review of Economics and Statistics, February 1989, vol. 71, no. 1,pp. 80-89.
Handle: RePEc:nbr:nberwo:1738

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Gould, John P, 1978. "Inventories and Stochastic Demand: Equilibrium Models of the Firm and Industry," Journal of Business, University of Chicago Press, vol. 51(1), pages 1-42, January. [Downloadable!] (restricted)
  2. Taylor, John B, 1979. "Staggered Wage Setting in a Macro Model," American Economic Review, American Economic Association, vol. 69(2), pages 108-13, May. [Downloadable!] (restricted)
  3. McCafferty, Stephen & Driskill, Robert, 1980. "Problems of Existence and Uniqueness in Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 48(5), pages 1313-17, July. [Downloadable!] (restricted)
  4. Harris, Milton & Holmstrom, Bengt, 1983. "Microeconomic Developments and Macroeconomics," American Economic Review, American Economic Association, vol. 73(2), pages 223-27, May. [Downloadable!] (restricted)
  5. David L. McNicol, 1975. "The Two Price Systems in the Copper Industry," Bell Journal of Economics, The RAND Corporation, vol. 6(1), pages 50-73, Spring. [Downloadable!] (restricted)
  6. Carlton, Dennis W, 1979. "Vertical Integration in Competitive Markets under Uncertainty," Journal of Industrial Economics, Blackwell Publishing, vol. 27(3), pages 189-209, March.
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  7. Turnovsky, Stephen J, 1983. "The Determination of Spot and Futures Prices with Storable Commodities," Econometrica, Econometric Society, vol. 51(5), pages 1363-87, September. [Downloadable!] (restricted)
  8. Alan S. Blinder, 1983. "Inventories and Sticky Prices: More on the Microfoundations of Macroeconomics," NBER Working Papers 0620, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Mankiw, N Gregory, 1985. "Small Menu Costs and Large Business Cycles: A Macroeconomic Model," The Quarterly Journal of Economics, MIT Press, vol. 100(2), pages 529-38, May. [Downloadable!] (restricted)
  10. Sheshinski, Eytan & Weiss, Yoram, 1977. "Inflation and Costs of Price Adjustment," Review of Economic Studies, Blackwell Publishing, vol. 44(2), pages 287-303, June. [Downloadable!] (restricted)
  11. James G. MacKinnon & Nancy D. Olewiler, 1980. "Disequilibrium Estimation of the Demand for Copper," Bell Journal of Economics, The RAND Corporation, vol. 11(1), pages 197-211, Spring. [Downloadable!] (restricted)
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  12. Hubbard, R Glenn, 1986. "Supply Shocks and Price Adjustment in the World Oil Market," The Quarterly Journal of Economics, MIT Press, vol. 101(1), pages 85-102, February. [Downloadable!] (restricted)
  13. William D. Hordhaus, 1980. "Oil and Economic Performance in industrial Countries," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 11(1980-2), pages 341-400. [Downloadable!]
  14. Verleger, Philip K, Jr, 1982. "The Determinants of Official OPEC Crude Prices," The Review of Economics and Statistics, MIT Press, vol. 64(2), pages 177-82, May. [Downloadable!] (restricted)
  15. Fischer, Stanley, 1977. "Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule," Journal of Political Economy, University of Chicago Press, vol. 85(1), pages 191-205, February. [Downloadable!] (restricted)
  16. Barro, Robert J, 1972. "A Theory of Monopolistic Price Adjustment," Review of Economic Studies, Blackwell Publishing, vol. 39(1), pages 17-26, January. [Downloadable!] (restricted)
  17. Akerlof, George A & Yellen, Janet L, 1985. "A Near-rational Model of the Business Cycle, with Wage and Price Intertia," The Quarterly Journal of Economics, MIT Press, vol. 100(5), pages 823-38, Supp.. [Downloadable!] (restricted)
  18. Carlton, Dennis W, 1978. "Market Behavior with Demand Uncertainty and Price Inflexibility," American Economic Review, American Economic Association, vol. 68(4), pages 571-87, September. [Downloadable!] (restricted)
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  19. Rotemberg, Julio J, 1982. "Sticky Prices in the United States," Journal of Political Economy, University of Chicago Press, vol. 90(6), pages 1187-1211, December. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. 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)
    Other versions:
  2. Ian Domowitz & R. Glenn Hubbard & Bruce C. Petersen, 1988. "Business Cycles and Oligopoly Supergames: Some Empirical Evidence on Prices and Margins," NBER Working Papers 2057, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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