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Temporary Bubbles in an Economy with Under-Accumulation

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Author Info
Michel, P.
Wigniolle, B.

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Abstract

This paper studies the equilibrium dynamics of an overlapping generations model with capital, money and cash-in-advance constraints. At each date the economy can experience two different regimes. In the first one the cash-in-advance constraint is binding and money is a dominated asset. In the second one, the constraint is strictly satisfied and money has the same return as capital. When the second regime holds on some finite interval, we say that the economy experiences a temporary bubble. We prove that temporary bubbles can exist in an economy which would experience under accumulation without money.

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Publisher Info
Paper provided by Université Panthéon-Sorbonne (Paris 1) in its series Papiers d'Economie Mathématique et Applications with number 2000.91.

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Length: 33 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:pariem:2000.91

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Postal: France; Universite de Paris I - Pantheon- Sorbonne, 12 Place de Pantheon-75005 Paris, France
Web page: http://cermsem.univ-paris1.fr/
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Related research
Keywords: GENERATIONS ; MODELS ; CAPITAL;

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Find related papers by JEL classification:
D9 - Microeconomics - - Intertemporal Choice and Growth
E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
G1 - Financial Economics - - General Financial Markets

References listed on IDEAS
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  1. Champ, Bruce & Freeman, Scott, 1990. "Money, Output, and the Nominal National Debt," American Economic Review, American Economic Association, vol. 80(3), pages 390-97, June. [Downloadable!] (restricted)
    Other versions:
  2. Tirole, Jean, 1985. "Asset Bubbles and Overlapping Generations," Econometrica, Econometric Society, vol. 53(6), pages 1499-1528, November. [Downloadable!] (restricted)
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This page was last updated on 2009-12-16.


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