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dc.titleRule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules
dc.contributor.authorOcampo Díaz, Sergio
dc.contributor.orgunitDepartment of Research and Chief Economist
dc.date.available2013-09-19T00:00:00
dc.date.issue2013-05-20T00:00:00
dc.description.abstractThis paper argues that, in the presence of nominal wage rigidities, the existence of Rule-of-Thumb agents and price rigidities does not cause a change in the Taylor Principle as suggested by Galí et al. (2004), and that the only rigidity relevant for this result is that faced by Rule-of-Thumb consumers. For doing so, a New-Keynesian model with Rule-of-Thumb agents is proposed. The model discriminates between both type of agents when defining wage rigidities, thus al- lowing to identify and measure the factors that affect the Taylor Principle, this also allows to drop complete markets for Rule-of-Thumb agents, and the simple use of non-separable utility functions in order to determine the incidence of the wealth effect when facing staggered wages.
dc.format.extent28
dc.identifier.doihttp://dx.doi.org/10.18235/0011500
dc.identifier.urlhttps://publications.iadb.org/publications/english/document/Rule-of-Thumb-Consumers-Nominal-Rigidities-and-the-Design-of-Interest-Rate-Rules.pdf
dc.language.isoen
dc.mediumAdobe PDF
dc.publisherInter-American Development Bank
dc.subjectMonetary Policy
dc.subject.jelcodeC68 - Computable General Equilibrium Models
dc.subject.jelcodeE32 - Business Fluctuations • Cycles
dc.subject.jelcodeE37 - Forecasting and Simulation: Models and Applications
dc.subject.keywordsIDB-WP-400
dc.typeWorking Papers
idb.identifier.pubnumberWorking Papers
idb.operationBK-A1467
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