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Seasonal Fluctuations and the Demand for Money

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Author Info
Faig, Miquel

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Abstract

The reaction of money holders to the systematic seasonal changes in the level of transactions represents an interesting "experiment" for learning about the money demand function. An analysis of the seasonal fluctuations of the real quantity of money and several measures of transactions in the United States, West Germany, the United Kingdom, and Canada reveals the following. First, consumptions expenditures in semidurables, nondurables, and services appears to be a good proxy for transactions in a money demand function, and superior to gross domestic product or consumption expenditures. Second, the transactions elasticity of the demand for money is substantially lower than one. Copyright 1989, the President and Fellows of Harvard College and the Massachusetts Institute of Technology.

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Publisher Info
Article provided by MIT Press in its journal Quarterly Journal of Economics.

Volume (Year): 104 (1989)
Issue (Month): 4 (November)
Pages: 847-61
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Handle: RePEc:tpr:qjecon:v:104:y:1989:i:4:p:847-61

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  1. Canadian Macro Study Group
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  1. Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. repec:bep:macadv:v:6:y:2006:i:1:p:1313-1313 is not listed on IDEAS
  3. N. Gregory Mankiw & Jeffrey A. Miron, 1991. "Should The Fed Smooth Interest Rates? The Case of Seasonal Monetary Policy," NBER Working Papers 3388, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. James Boughton, 1992. "International comparisons of money demand," Open Economies Review, Springer, vol. 3(3), pages 323-343, October. [Downloadable!] (restricted)
  5. Miquel Faig & Belén Jerez, 2006. "Inflation, Prices, and Information in Competitive Search," Working Papers tecipa-215, University of Toronto, Department of Economics. [Downloadable!]
    Other versions:
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