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Efficiency in a Pure Currency Economy with Inflation

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Author Info
Taub, B
Abstract

Individuals who are buffeted by stochastic shocks will wish to substitute consumption intertemporally. To effect this substitution, they can enter into insurance contracts, or they can use money. This paper investigates the connection between optimum insurance and Milton Friedman's (1969) concept of the optimum quantity of money, using a simplified version of Robert E. Lucas's (1980) pure currency economy. Monetary efficiency and efficient insurance are equivalent here. An example is presented in which an efficient monetary equilibrium exists. Contrary to Truman Bewley's (1983) conjecture, in the example, the efficient rate of return on real balances is less than the internal rate of discount. Copyright 1988 by Oxford University Press.

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Publisher Info
Article provided by Oxford University Press in its journal Economic Inquiry.

Volume (Year): 26 (1988)
Issue (Month): 4 (October)
Pages: 567-83
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Handle: RePEc:oup:ecinqu:v:26:y:1988:i:4:p:567-83

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  1. David K. Levine, 1991. "Asset Trading Mechanisms and Expansionary Policy," Levine's Working Paper Archive 43, David K. Levine. [Downloadable!]
  2. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2003. "Liquidity Motives of Holding Money under Investment Risk: A Dynamic Analysis," CIRJE F-Series CIRJE-F-232, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  3. Miquel Faig, 2000. "Money With Idiosyncratic Uninsurable Returns To Capital," Working Papers faig-00-01, University of Toronto, Department of Economics. [Downloadable!]
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