000 01559nam a22001577a 4500
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100 _aPastén, E., Schoenle, R. and Weber, M.
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245 _aSectoral heterogeneity in nominal price rigidity and the origin of aggregate fluctuations
260 _aAmerican Economic Journal: Microeconomics
300 _a16(2), Apr, 2024: p.318-352
520 _aWe study the role of heterogeneity in nominal price rigidity for aggregate fluctuations in a model with sectoral productivity shocks. Theoretically, sectoral heterogeneity in the pricing friction has an ambiguous effect on GDP and aggregate price volatility. Quantitatively, (i) GDP volatility is amplified when the friction is heterogeneous rather than homogeneous; (ii) sectoral shocks can jointly rationalize the volatility of sectoral prices, aggregate prices, and GDP, unlike aggregate shocks; and (iii) shocks to the largest or most central sectors may not matter in the aggregate as heterogeneous pricing frictions may alter the identity of the most important sectors for aggregate fluctuations.- Reproduced https://www.aeaweb.org/articles?id=10.1257/mac.20210460
650 _aMacroeconomics, nominal price rigidity, aggregate fluctuations, sectoral productivity shocks, sectoral heterogeneity, GDP volatility, aggregate price volatility, pricing friction, economic models, aggregate shocks, central sectors, sectoral prices
_951899
773 _aAmerican Economic Journal: Microeconomics
906 _aMACRO-ECONOMICS
942 _cAR