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Inflation uncertainty and growth in a simple monetary model

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Author Info
Michael Dotsey
Pierre-Daniel Sarte

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Abstract

This paper analyzes the effects of inflation variability on economic growth in a model where money is introduced via a cash-in-advance constraint. In this setting, we find that inflation adversely affects long-run growth, even when the cash-in-advance constraint applies only to consumption. At the same time, we find that inflation and growth are positively related in the short-run. In addition, variability tends to increase average growth through a precautionary savings motive. Since inflation and inflation variability tend to be highly correlated, this latter effect attenuates the negative long-run relationship between inflation and real growth. It also provides a partial rational for the notorious lack of robustness in cross-country regressions of growth and inflation.

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Publisher Info
Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 97-05.

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Date of creation: 1997
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Handle: RePEc:fip:fedrwp:97-05

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Keywords: Inflation (Finance) ; Monetary policy;

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  1. Larry E. Jones & Rodolfo E. Manuelli & Ennio Stacchetti, 2000. "Technology (and policy) shocks in models of endogenous growth," Staff Report 281, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  2. Larry E. Jones & Rodolfo E. Manuelli, 1999. "Volatile Policy and Private Information: The Case of Monetary Policy," NBER Working Papers 7072, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. K C Neanidis, 2005. "Aid, Budgetary Policies, and the Macroeconomy: Growth, Inflation, and Welfare," Centre for Growth and Business Cycle Research Discussion Paper Series 58, Economics, The Univeristy of Manchester. [Downloadable!]
  4. Jill A. Holman, 2000. "Government budgetary policies, economic growth, and currency substitution in a small open economy," Research Working Paper RWP 00-08, Federal Reserve Bank of Kansas City. [Downloadable!]
  5. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu & Ennio Stacchetti, 2005. "Fluctuations in Convex Models of Endogenous Growth I: Growth Effects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 780-804, October. [Downloadable!] (restricted)
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