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author = "Weinke, Lutz"
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Found 7 documents, displaying page 1 of 1

Essays on sticky prices, aggregate investment and monetary policy.

Author(s) : Weinke, Lutz
Description : La tesis estudia la relación entre las inversiones y la inflación. Elprimer capitulo muestra que esta relación es más simple (en el contextode un modelo del tipo neo-keynesiano) de lo que la literatura anteriorha supuesto. La razon es un error matemático que existía en la literaturaanterior y que es...
Repository : e-Repositori UPF
Language(s) : English

Essays on sticky prices, aggregate investment and monetary policy.

Author(s) : Weinke, Lutz
Description : La tesis estudia la relación entre las inversiones y la inflación. El primer capitulo muestra que esta relación es más simple (en el contexto de un modelo del tipo neo-keynesiano) de lo que la literatura anterior ha supuesto. La razon es un error matemático que existía en la literatura anterior y qu...
Repository : Universitat Pompeu Fabra: Tesis Doctorals en Xarxa (TDX)
Language(s) : English

Is Lumpy Investment really Irrelevant for the Business Cycle?

Author(s) : Sveen, Tommy , Weinke, Lutz
Description : New-Keynesian (NK) models can only account for the dynamic effects of monetary policy shocks if it is assumed that aggregate capital accumulation is much smoother than it would be the case under frictionless firm-level investment, as discussed in Woodford (2003, Ch. 5). We find that lumpy investment...
Repository : e-Repositori UPF
Language(s) : English

Firm-Specific Investment, Sticky Prices, and the Taylor Principle

Author(s) : Sveen, Tommy , Weinke, Lutz
Description : According to the Taylor principle a central bank should adjust the nominal interest rate by more than one-for-one in response to changes in current inflation. Most of the existing literature supports the view that by following this simple recommendation a central bank can avoid being a source of unn...
Repository : e-Repositori UPF
Language(s) : English

Pitfalls in the Modeling of Forward-Looking Price Setting and Investment Decisions

Author(s) : Sveen, Tommy , Weinke, Lutz
Description : The present paper makes progress in explaining the role of capital for inflation and output dynamics. We followWoodford (2003, Ch. 5) in assuming Calvo pricing combined with a convex capital adjustment cost at the firm level. Our main result is that capital accumulation affects inflation dynamics pr...
Repository : e-Repositori UPF
Language(s) : English

Inflation and Output Dynamics with Firm-owned Capital

Author(s) : Weinke, Lutz , Sveen, Tommy
Description : We model firm-owned capital in a stochastic dynamic New-Keynesian general equilibrium model à la Calvo. We find that this structure implies equilibrium dynamics which are quantitatively different from the ones associated with a benchmark case where households accumulate capital and rent it to firms....
Repository : e-Repositori UPF
Language(s) : English

Inflation Dynamics and Labor Market Dynamics Revisited

Author(s) : Sveen, Tommy , Weinke, Lutz
Description : Firms adjust labor both at the intensive and at the extensive margin (see, e.g., Hansen and Sargent 1988). Moreover, employment adjustment is not frictionless (see, e.g., Mortensen and Pissarides 1994). What does this imply for inflation dynamics? To address this question we develop a New Keynesian ...
Repository : EconStor
Language(s) : English
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Found 7 documents, displaying page 1 of 1