The welfare cost of business cycles in an economy with nonclearing markets

In this paper we measure the welfare cost of fluctuations in a simple representative agent economy with nonclearing markets. The market friction we consider involves price rigidities and a voluntary exchange rationing scheme. These features are incorporated into an otherwise standard neoclassical gr...

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Detalles Bibliográficos
Autores: Portier, Franck, Puch González, Luis Antonio
Tipo de recurso: informe técnico
Fecha de publicación:2004
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/56605
Acceso en línea:https://hdl.handle.net/20.500.14352/56605
Access Level:acceso abierto
Palabra clave:E32
C63
C68
Cost of business cycles
Nonclearing markets
Dynamic general equilibrium.
Econometría (Economía)
5302 Econometría
Descripción
Sumario:In this paper we measure the welfare cost of fluctuations in a simple representative agent economy with nonclearing markets. The market friction we consider involves price rigidities and a voluntary exchange rationing scheme. These features are incorporated into an otherwise standard neoclassical growth model. We show that the frictions we introduce make the losses from fluctuations much bigger than in a frictionless environment.