Time-varying (S, s) band models: Properties and interpretation

A recent strand of empirical work uses (S, s) models with time-varying stochastic bands to describe infrequent adjustments of prices and other variables. The present paper examines some properties of this model, which encompasses most micro-founded adjustment rules rationalizing infrequent changes....

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Main Authors: Gautier, E., Le Bihan, Herve
Format: Journal Article
Published: Elsevier 2011
Online Access:http://hdl.handle.net/20.500.11937/56127
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author Gautier, E.
Le Bihan, Herve
author_facet Gautier, E.
Le Bihan, Herve
author_sort Gautier, E.
building Curtin Institutional Repository
collection Online Access
description A recent strand of empirical work uses (S, s) models with time-varying stochastic bands to describe infrequent adjustments of prices and other variables. The present paper examines some properties of this model, which encompasses most micro-founded adjustment rules rationalizing infrequent changes. We illustrate that this model is flexible enough to fit data characterized by infrequent adjustment and variable adjustment size. We show that, to the extent that there is variability in the size of adjustments (e.g. if both small and large price changes are observed), (i) a large band parameter is needed to fit the data and (ii) the average band of inaction underlying the model may differ strikingly from the typical observed size of adjustment. The paper thus provides a rationalization for a recurrent empirical result: very large estimated values for the parameters measuring the band of inaction. © 2010 Elsevier B.V.
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spelling curtin-20.500.11937-561272018-03-29T09:09:01Z Time-varying (S, s) band models: Properties and interpretation Gautier, E. Le Bihan, Herve A recent strand of empirical work uses (S, s) models with time-varying stochastic bands to describe infrequent adjustments of prices and other variables. The present paper examines some properties of this model, which encompasses most micro-founded adjustment rules rationalizing infrequent changes. We illustrate that this model is flexible enough to fit data characterized by infrequent adjustment and variable adjustment size. We show that, to the extent that there is variability in the size of adjustments (e.g. if both small and large price changes are observed), (i) a large band parameter is needed to fit the data and (ii) the average band of inaction underlying the model may differ strikingly from the typical observed size of adjustment. The paper thus provides a rationalization for a recurrent empirical result: very large estimated values for the parameters measuring the band of inaction. © 2010 Elsevier B.V. 2011 Journal Article http://hdl.handle.net/20.500.11937/56127 10.1016/j.jedc.2010.10.004 Elsevier restricted
spellingShingle Gautier, E.
Le Bihan, Herve
Time-varying (S, s) band models: Properties and interpretation
title Time-varying (S, s) band models: Properties and interpretation
title_full Time-varying (S, s) band models: Properties and interpretation
title_fullStr Time-varying (S, s) band models: Properties and interpretation
title_full_unstemmed Time-varying (S, s) band models: Properties and interpretation
title_short Time-varying (S, s) band models: Properties and interpretation
title_sort time-varying (s, s) band models: properties and interpretation
url http://hdl.handle.net/20.500.11937/56127