Phillips Curves, Monetary Policy, and a Labor Market Transmission Mechanism

By Robert R. Reed and Stacey L. Schreft
December 2007
RWP 07-12
Research Division
Federal Reserve Bank of Kansas City


Abstract    

This paper develops a general equilibrium monetary model with performance incentives to study the inflation-unemployment relationship. A long-run downward-sloping Phillips curve can exist with perfectly anticipated inflation because workers’ incentive to exert effort depend on financial market returns. Consequently, higher inflation rates can reduce wages and stimulate employment. An upward-sloping or vertical Phillips Curve can arise instead, depending on agents’ risk aversion and the possibility of capital formation. Welfare might be higher away from the Friedman rule and with a central bank putting some weight on employment.
 


Keywords: Phillips curve; Efficiency wages; Involuntary unemployment; Labor and financial market frictions; Central Bank mandate

JEL classification: E24, E31, E52, E58, J21, J64, M5


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