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Inventories and Interest Rates: A Critique of the Buffer Stock Model

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Author Info
Bivin, David G

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Abstract

Economists generally test for the effect of interest rates on inventories by including some measure of the real interest rate in a standard flexible accelerator-buffer stock model. This paper presentsseveral reasons for concluding that this approach is incorrect and demonstrates how interest rate effects can be introduced into decisionrules derived under the assumption of optimizing behavior by firms. Decision rules for finished good inventories, output, and price are estimated using monthly observations on the food and kindred product industry. The results generally conform to the predictions of the theory. Copyright 1986 by American Economic Association.

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Publisher Info
Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 76 (1986)
Issue (Month): 1 (March)
Pages: 168-76
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Handle: RePEc:aea:aecrev:v:76:y:1986:i:1:p:168-76

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  1. John J. Heim, 2007. "Which Interest Rate Should We Use In The Is Curve?," Rensselaer Working Papers in Economics 0713, Rensselaer Polytechnic Institute, Department of Economics. [Downloadable!]
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