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Overdrafts and the Demand for Money

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Author Info
Bar-Ilan, Avner

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Abstract

This paper presents a stochastic analysis of the demand for interest-bearing money, such as NOW accounts, when overdrafting is allowed at some penalty rate. It is shown that the short-run interest elasticity of money demand is probably large (in absolute value) and negative, but in the long run this elasticity is much smaller or even positive. It is also argued that current definitions of the monetary aggregates, which exclude unused credit, may spuriously generate instability of money demand. An alternative definition of money stock is suggested and seems to be conceptually more satisfying. Copyright 1990 by American Economic Association.

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

Volume (Year): 80 (1990)
Issue (Month): 5 (December)
Pages: 1201-16
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Handle: RePEc:aea:aecrev:v:80:y:1990:i:5:p:1201-16

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  1. Marc Fusaro, 2009. "The rank, stock, order and epidemic effects of technology adoption: an empirical study of bounce protection programs," The Journal of Technology Transfer, Springer, vol. 34(1), pages 24-42, February. [Downloadable!] (restricted)
  2. Marc Fusaro, 2008. "Hidden Consumer Loans: An Analysis of Implicit Interest Rates on Bounced Checks," Journal of Family and Economic Issues, Springer, vol. 29(2), pages 251-263, June. [Downloadable!] (restricted)
  3. Youngsoo Bae & Robert M. de Jong, 2007. "Money demand function estimation by nonlinear cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 767-793. [Downloadable!]
  4. Avner Bar-Ilan, 2000. "Investment with an arithmetic process and lags," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 21(5), pages 203-206. [Downloadable!]
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