The fair wage hypothesis and disinflation costs: a DSGE approach

This paper seeks to examine the role of the fair wage hypothesis of the gift-exchange framework in improving the New Keynesian DSGE model performance in explaining disinflation costs. In simulated disinflations of different sizes, we compare the sacrifice ratio generated by two models - one with the...

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Detalles Bibliográficos
Autor: Duarte, Lucas Daniel
Tipo de recurso: tesis de maestría
Estado:Versión publicada
Fecha de publicación:2025
País:Brasil
Institución:Universidade de São Paulo (USP)
Repositorio:Biblioteca Digital de Teses e Dissertações da USP
Idioma:inglés
OAI Identifier:oai:teses.usp.br:tde-29092025-105414
Acceso en línea:https://www.teses.usp.br/teses/disponiveis/12/12138/tde-29092025-105414/
Access Level:acceso abierto
Palabra clave:Fair wage
Behavioral New Keynesian DSGE
Desinflações
Disinflation
DSGE comportamental
Modelo Novo Keynesiano
Monetary policy
Política monetária
Sacrifice ratio
Taxa de sacrifício
Descripción
Sumario:This paper seeks to examine the role of the fair wage hypothesis of the gift-exchange framework in improving the New Keynesian DSGE model performance in explaining disinflation costs. In simulated disinflations of different sizes, we compare the sacrifice ratio generated by two models - one with the behavioral fair wage hypothesis and one without. We find that the model with the behavioral hypothesis generates higher sacrifice ratio than the standard model, aligned with empirical literature estimates. After decomposing the sacrifice ratio into two effects, we argue that without the behavioral assumption, the model fails in generating plausible sacrifice ratios, showing the importance of the fair wage hypothesis in explaining disinflation costs in New Keynesian DSGE models.