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Implications of within-period timing in models of speculative attack

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Author Info
Antonio Doblas-Madrid () (Department of Economics, Michigan State University)

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Abstract

Speculative attacks are often modeled as decreases in money demand before currency crises. I discuss how, in models with microfoundations, within-period timing affects whether attacks arise in equilibrium. “Cash-when-I’m-done” timing always generates attacks, but is controversial because it assumes that end-of-period money balances buy current consumption. Cash-in-advance timing, theoretically more appealing, generates attacks only under restrictive assumptions. These issues arise when money is introduced via liquidity constraints, the utility function, or a transactions technology. Modeling attacks via reductions in demand for domestic bonds, instead of reductions in money demand, helps avoid these issues, and may be more realistic.

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File URL: http://economicsbulletin.vanderbilt.edu/2007/volume6/EB-07F30006A.pdf
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Publisher Info
Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 6 (2007)
Issue (Month): 28 ()
Pages: 1-10
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ebl:ecbull:v:6:y:2007:i:28:p:1-10

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Postal: Economics Bulletin, Department of Economics, 414 Calhoun Hall, Vanderbilt University, Nashville TN 37235, USA
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Related research
Keywords: Cash-in-advance timing; Currency crises; Money demand; Speculative attack;

Find related papers by JEL classification:
F3 - International Economics - - International Finance
E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates

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This page was last updated on 2009-10-20.


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