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Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model

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Author Info
Carl Chiarella () (School of Finance and Economics, University of Technology, Sydney)
Peter Flaschel (Department of Economics, University of Bielefeld)
G. Gong
Willi Semmler

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Abstract

In the framework of a Keynesian monetary macro model we study implications of kinked Phillips curves and alternative monetary policy rules. As alternative monetary policy rules we consider monetary growth targeting and interest rate targeting (the Taylor rule). Our monetary macro model exhibits: asset market clearing, disequilibrium in product and labor markets, sluggish price and quantity adjustments, two Phillips-Curves for wage and price dynamics, and a combination of medium-run adaptive and short-run forward looking expectations. Simulations of the model with our estimated parameters reveal global instability of its steady state. We show that monetary policy can stabilize the dynamics to some extent and that, in addition, an institutionally given kink in the money wage Phillips-Curve (downwardly rigid wages) represents a powerful mechanism for getting bounded, more or less irregular fluctuations in the place of purely explosive ones. The resulting fluctuations can be reduced in their size by choosing the parameters of monetary policy within a certain corridor, the exact position of which may however be very uncertain.

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File URL: http://www.business.uts.edu.au/finance/research/wpapers/wp120.pdf
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Paper provided by School of Finance and Economics, University of Technology, Sydney in its series Working Paper Series with number 120.

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Date of creation: 01 Oct 2002
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Handle: RePEc:uts:wpaper:120

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Related research
Keywords: feedback channels; instability; monetary policy; wage floors; fluctuating growth; complex dynamics;

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  1. Carl Chiarella & Peter Flaschel & Peiyuan Zhu, 2003. "The Structure of Keynesian Macrodynamics: A Framework for Future Research," Working Paper Series 129, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  2. Stéphane Hallegatte & Michael Ghil, 2007. "Endogenous Business Cycles and the Economic Response to Exogenous Shocks," Working Papers 2007.20, Fondazione Eni Enrico Mattei. [Downloadable!]
  3. Gang Gong & Jian Gao, 2006. "The Independent Monetary Policy under the Fixed Exchange Regime," Computing in Economics and Finance 2006 517, Society for Computational Economics. [Downloadable!]
  4. Gang Gong & Jian Gao, 2008. "Monetary policy under fixed exchange regime: A study on the future monetary policy in China," Psychometrika, Springer, vol. 3(2), pages 169-208, June. [Downloadable!] (restricted)
  5. Jian Gao & Gang Gong & Xue-Zhong He, 2007. "Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy," Research Paper Series 199, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  6. T. Asada & Carl Chiarella & Peter Flaschel, 2003. "Keynes-Metzler-Goodwin Model Building: The Closed Economy," Working Paper Series 124, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
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