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Endogenous Liquidity and Currency Unions

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Author Info
Brian Peterson (Indiana University)

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Abstract

This paper extends existing search-theoretic models of monetary exchange, and uses the framework to explore the following applications. First, I show how to endogenize the supply of liquidity in a simple (one-country) model where commodity money can be created, say through mining and minting, and also consumed, say melted or shipped abroad for imported goods. Second, I develop an explicit multi-country version of the model that determines how liquidity is allocated across economies that share the same currency, such as the euro-zone. The implications of the analysis are similar on many dimensions to more traditional theories, such as Hume's price-specie flow theory, or Mundell's monetary theory of the current account. However, in the current framework the role for money has explicit microfoundations based on frictions in the trading process. At the same time, as compared to existing search-based models in monetary economics, especially those used to address international issues, the current framework is much more natural and also much more tractable.

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File URL: http://www.bepress.com/cgi/viewcontent.cgi?article=1634&context=bejm
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Publisher Info
Article provided by Berkeley Electronic Press in its journal The B.E. Journal of Macroeconomics.

Volume (Year): 9 (2009)
Issue (Month): 1 ()
Pages:
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Handle: RePEc:bpj:bejmac:v:9:y:2009:i:1:n:6

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Web page: http://www.bepress.com/bejm

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Related research
Keywords: money; search; liquidity; currency unions;

Find related papers by JEL classification:
E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions

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This page was last updated on 2009-12-1.


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