THE SWINGS OF U.S. INFLATION AND THE GIBSON PARADOX.

In recent business cycles, U.S. inflation has experienced a reduction of volatility and a severe weakening in the correlation to the nominal interest rate (Gibson paradox). We examine these facts in an estimated dynamic stochastic general equilibrium model with money. Our findings point at a flatter...

Descripción completa

Detalles Bibliográficos
Publicado en:Economic Inquiry Vol. 56; no. 2; pp. 799 - 821
Autores principales: Casares, Miguel, Vázquez, Jesús
Formato: Artículo
Publicado: Wiley-Blackwell Apr2018
Materias:
Acceso en línea:Ver este registro en EBSCOhost
fields @attributes:
  recordID: 1
pdfLink:
plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=128133090&site=ehost-live
header:
  @attributes:
    shortDbName: ssf
    uiTerm: 128133090
    longDbName: Social Sciences Full Text (H.W. Wilson)
    uiTag: AN
  controlInfo:
    bkinfo:
    jinfo:
      jid:
        00952583
        EIQ
      jtl: Economic Inquiry
      issn: 00952583
      maglogo: Y
    pubinfo:
      dt: Apr2018
      vid: 56
      iid: 2
      pid: 480
      pub: Wiley-Blackwell
    artinfo:
      ui:
        128133090
        10.1111/ecin.12523
      ppf: 799
      ppct: 22
      formats:
        fmt:
          – @attributes:
              type: T
          – @attributes:
              type: P
              size: 866KB
      tig:
        atl: THE SWINGS OF U.S. INFLATION AND THE GIBSON PARADOX.
      aug:
        au:
          Casares, Miguel
          Vázquez, Jesús
        affil:
          Associate Professor, Departamento de Economía, Universidad Pública de Navarra, Pamplona, Spain
          Full Professor, Departamento FAE II, Universidad del País Vasco, Bilbao, Spain
      su:
        United States
        Price inflation
        Risk aversion
        Business cycles
        Economic equilibrium
        Gibson paradox
      sug:
        subj:
          Price inflation
          Risk aversion
          Business cycles
          Economic equilibrium
          United States
          Gibson paradox
      ab: In recent business cycles, U.S. inflation has experienced a reduction of volatility and a severe weakening in the correlation to the nominal interest rate (Gibson paradox). We examine these facts in an estimated dynamic stochastic general equilibrium model with money. Our findings point at a flatter New Keynesian Phillips Curve (higher price stickiness) and a lower persistence of markup shocks as the main explanatory factors. In addition, a higher interest‐rate elasticity of money demand, an increasing role of demand‐side shocks, and a less systematic behavior of Fed's monetary policy also account for the recent patterns of U.S. inflation dynamics. (<italic>JEL</italic> E32, E47)
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
    refInfo:
    copyright:
      @attributes:
        flag: N
    holdings:
      @attributes:
        islocal: N