Sticky Information and Sticky Prices

By Peter J. Klenow and Jonathan L. Willis
December 2006; Last Revised June 2007
RWP 06-13
Research Division
Federal Reserve Bank of Kansas City


Abstract

    In the U.S. and Europe, prices change at least once a year. Yet nominal macro shocks seem to have real effects lasting well beyond a year. "Sticky information" models, as posited by Mankiw and Reis (2002), Sims (2003), and Woodford (2003), can reconcile micro flexibility with macro rigidity. We simulate a sticky information model in which price setters update information on macro shocks less frequently than information on micro shocks. We then examine price changes in the micro data underlying the U.S. CPI. Empirical price changes react to old information, just as sticky information models predict.
 

Keywords: Sticky information, state dependent pricing

JEL classification: D8, E3, L16


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