The post-COVID inflation episode

This study examined the recent inflation episode in the US using an estimated NK-DSGE model with endogenous unemployment fluctuations. We find that the US price inflation accelerated due to a sudden wage increase during the COVID-19 lockdown, the 2021 expansionary monetary policy, and price-push sho...

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Detalles Bibliográficos
Autores: Aguirre Osa, Idoia, Casares Polo, Miguel
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2024
País:España
Institución:Universidad Pública de Navarra
Repositorio:Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
OAI Identifier:oai:academica-e.unavarra.es:2454/52010
Acceso en línea:https://hdl.handle.net/2454/52010
Access Level:acceso abierto
Palabra clave:Inflation
New Keynesian
Indexation
Monetary policy
Descripción
Sumario:This study examined the recent inflation episode in the US using an estimated NK-DSGE model with endogenous unemployment fluctuations. We find that the US price inflation accelerated due to a sudden wage increase during the COVID-19 lockdown, the 2021 expansionary monetary policy, and price-push shocks in the quarters of a global surge in energy costs. The disinflation path predicts that further indexing prices or wages to lagged inflation will lead to higher wage inflation and slower price disinflation. Moreover, severely tightening the Fed's monetary policy will only slightly reduce inflation but increase unemployment.