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Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
http://hdl.handle.net/2261/25745
http://hdl.handle.net/2261/257456ca62e38-de61-4a31-918c-0e295f8e2ebd
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-05-31 | |||||
タイトル | ||||||
タイトル | Business Cycle Implications of Internal Consumption Habit for New Keynesian Models | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Habit | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | New Keynesian | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Propagation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Monetary Transmission | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Bayesian Monte Carlo | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | JEL Classification Number: E10, E20, E32. | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Kano, Takashi
× Kano, Takashi× James, M. Nason |
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著者所属 | ||||||
著者所属 | University of Tokyo | |||||
著者所属 | ||||||
著者所属 | Federal Reserve Bank of Atlanta | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This paper studies the implications of internal consumption habit for propagation and monetary transmission in new Keynesian dynamic stochastic general equilibrium (NKDSGE) models. Bayesian methods are employed to evaluate the role of internal consumption habit in NKDSGE model propagation and monetary transmission. Simulation experiments show that internal consumption habit often improves NKDSGE model fit to output and consumption growth spectra by dampening business cycle periodicity. Nonetheless, habit NKDSGE model fit is vulnerable to the nominal rigidity, to the choice of monetary policy rule, to the frequencies used for evaluation, and to spectra identified by permanent productivity shocks. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-623, 発行日 2009-06 |
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書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf623ab.html |