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A generalized impulse control model of cash management

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  • Bar-Ilan, Avner
  • Perry, David
  • Stadje, Wolfgang

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 28 (2004)
Issue (Month): 6 (March)
Pages: 1013-1033

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Handle: RePEc:eee:dyncon:v:28:y:2004:i:6:p:1013-1033

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References

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  1. Jacob A. Frenkel & Boyan Jovanovic, 1978. "On Transactions and Precautionary Demand For Money," NBER Working Papers 0288, National Bureau of Economic Research, Inc.
  2. Bar-Ilan, Avner & Strange, William C, 1996. "Investment Lags," American Economic Review, American Economic Association, vol. 86(3), pages 610-22, June.
  3. Sanford J. Grossman & Guy Laroque, 1987. "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods," NBER Working Papers 2369, National Bureau of Economic Research, Inc.
  4. Bar-Ilan, A., 1988. "Overdrafts And The Demand For Money," Papers, Tel Aviv 34-88, Tel Aviv.
  5. Frenkel, Jacob A & Jovanovic, Boyan, 1981. "Optimal International Reserves: A Stochastic Framework," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 91(362), pages 507-14, June.
  6. Chang, Fwu-Ranq, 1999. "Homogeneity and the Transactions Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 31(4), pages 720-30, November.
  7. Bentolila, Samuel & Bertola, Giuseppe, 1990. "Firing Costs and Labour Demand: How Bad Is Eurosclerosis?," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 57(3), pages 381-402, July.
  8. Paul R. Krugman, 1988. "Target Zones and Exchange Rate Dynamics," NBER Working Papers 2481, National Bureau of Economic Research, Inc.
  9. Caplin, Andrew & Leahy, John, 1991. "State-Dependent Pricing and the Dynamics of Money and Output," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 106(3), pages 683-708, August.
  10. Bar-Ilan, A. & Sulem, A., 1991. "Explicit Solution in Inventory Problems with Delivery Lags," Papers, Tel Aviv - the Sackler Institute of Economic Studies 5-91, Tel Aviv - the Sackler Institute of Economic Studies.
  11. Ben-Bassat, Avraham & Gottlieb, Daniel, 1992. "Optimal international reserves and sovereign risk," Journal of International Economics, Elsevier, vol. 33(3-4), pages 345-362, November.
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Citations

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Cited by:
  1. Briglevics, Tamas & Schuh, Scott, 2013. "U.S. consumer demand for cash in the era of low interest rates and electronic payments," Working Papers, Federal Reserve Bank of Boston 13-23, Federal Reserve Bank of Boston.
  2. W. Allard Bruinshoofd & Clemens Kool, 2009. "Nonlinear target adjustment in corporate liquidity management: an endogenous thresholds approach," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(17), pages 2125-2131.
  3. Bar-Ilan, Avner & Marion, Nancy, . "Demand for Cash with Intra-Period Endogenous Consumption," Working Papers WP2010/4, University of Haifa, Department of Economics, revised 01 Sep 2010.
  4. Luis H. R. Alvarez & Teppo A. Rakkolainen, 2007. "Optimal Dividend Control in Presence of Downside Risk," Discussion Papers, Aboa Centre for Economics 14, Aboa Centre for Economics.
  5. Bayraktar, Erhan & Egami, Masahiko, 2007. "The effects of implementation delay on decision-making under uncertainty," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 117(3), pages 333-358, March.
  6. Luis Alvarez & Teppo Rakkolainen, 2009. "Optimal payout policy in presence of downside risk," Computational Statistics, Springer, vol. 69(1), pages 27-58, March.
  7. Alvarez, Fernando & Lippi, Francesco, 2013. "The demand of liquid assets with uncertain lumpy expenditures," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(7), pages 753-770.
  8. Bar-Ilan, Avner & Marion, Nancy P. & Perry, David, 2007. "Drift control of international reserves," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(9), pages 3110-3137, September.
  9. Gupta, Sushil & Dutta, Kaushik, 2011. "Modeling of financial supply chain," European Journal of Operational Research, Elsevier, Elsevier, vol. 211(1), pages 47-56, May.
  10. Greene, Clinton A., 2010. "Smooth-adjustment econometrics and inventory-theoretic money management," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(6), pages 1031-1047, June.
  11. Stefano Baccarin, 2013. "Optimal Consumption of a Generalized Geometric Brownian Motion with Fixed and Variable Intervention Costs," Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino 021, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
  12. Baccarin, Stefano, 2009. "Optimal impulse control for a multidimensional cash management system with generalized cost functions," European Journal of Operational Research, Elsevier, Elsevier, vol. 196(1), pages 198-206, July.

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