The consequences of price inestability on search markets: a quantitative assessment

This paper calibrates the model of a real economy in which inflation is introduced as an idiosyncratic shock to firms’ costs. Inflation induces relative price variability, eroding long-term relationships between customers and firms. We calibrate the model using a data set of individual prices of Arg...

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Detalles Bibliográficos
Autores principales: Campos Lopes, Caetano de, Gómez Vidal, Analía, López, Fernando, Spector, Mariano
Otros Autores: Neumeyer, Pablo A.
Formato: Tesis de grado acceptedVersion
Lenguaje:Español
Publicado: Universidad Torcuato Di Tella 2017
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Acceso en línea:http://repositorio.utdt.edu/handle/utdt/1450
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Descripción
Sumario:This paper calibrates the model of a real economy in which inflation is introduced as an idiosyncratic shock to firms’ costs. Inflation induces relative price variability, eroding long-term relationships between customers and firms. We calibrate the model using a data set of individual prices of Argentina due to Álvarez, Beraja, Gonzalez-Rozada and Neumeyer. We find that there is not a good match between the model and the data. The model finds it particularly difficult to account for price dispersion in a context of price stability.