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Parametrization of model consistant expectations in the Sidrauski model

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Hoogenveen, Victoria
Sterken, Elmer (Groningen University)

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Abstract

This paper discusses a cubic parametrisation of model consistent expectations in a nonlinear dynamic monetary growth model. The so-called Sidrauski model links money, inflation and consumption growth. Iterative least squares combined with simulation is used to address the alleged impact of inflation on consumption growth. It is shown that an increase in especially long-run inflation variability affects the density functions of both consumption and real money balances.

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File URL: http://irs.ub.rug.nl/ppn/150614217
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Paper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 96E13.

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Date of creation: 1996
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Handle: RePEc:dgr:rugsom:96e13

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