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Long-run relationship between inflation and growth in a New Keynesian framework

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Arato, Hiroki

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Abstract

This paper examines the steady-state growth effect of inflation in an endogenous growth model in which the Calvo-type nominal rigidity with endogenous contract duration and monetary friction via wage-payment-in-advance constraint are assumed. On the balanced-growth path in this model, the marginal growth effect of inflation is weakly negative or even positive at low inflation rates because the effect on average markup offsets the negative marginal growth effect through the monetary friction but the growth effect of inflation is negative and convex at higher inflation rates because the frequency of price adjustment approaches that of the flexible-price economy and the growth effect through the nominal rigidity is dominated by the growth effect through the monetary friction. With a plausible calibration of the structural parameters, this model generates a relationship between inflation and growth that is consistent with empirical evidence, especially in industrial countries.

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File URL: http://mpra.ub.uni-muenchen.de/15205/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 11388.

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Date of creation: 05 Nov 2008
Date of revision: 13 May 2009
Handle: RePEc:pra:mprapa:11388

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Related research
Keywords: Inflation and growth; Sticky prices; Endogenous contract duration;

Find related papers by JEL classification:
O42 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Monetary Growth Models
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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References listed on IDEAS
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  1. Max Gillman & Michal Kejak, 2005. "Contrasting Models of the Effect of Inflation on Growth," Journal of Economic Surveys, Blackwell Publishing, vol. 19(1), pages 113-136, 02. [Downloadable!] (restricted)
  2. Levin, Andrew & Yun, Tack, 2007. "Reconsidering the natural rate hypothesis in a New Keynesian framework," Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1344-1365, July. [Downloadable!] (restricted)
  3. By Mohsin S. Khan & Abdelhak S. Senhadji, 2001. "Threshold Effects in the Relationship Between Inflation and Growth," IMF Staff Papers, Palgrave Macmillan Journals, vol. 48(1), pages 1. [Downloadable!] (restricted)
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This page was last updated on 2009-11-30.


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