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Sub-optimality of the Friedman rule in Townsend's turnpike and stochastic relocation models of money: Do finite lives and initial dates matter?

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Author Info
Bhattacharya, Joydeep
Haslag, Joseph
Martin, Antoine

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Abstract

The Friedman rule, a widely studied prescription for monetary policy, is optimal in Townsend's turnpike model of money; it is not so in the overlapping generations version of his stochastic relocation model of money. We investigate these monetary models in the light of this disparity. To that end, we create a modified version of the turnpike model that generates the same stationary monetary equilibria as does the two-period overlapping generations model with random relocation. We exploit this equivalence to explain the aforementioned disparity. We also discuss the importance of whether or not the economy has an initial date.

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Publisher Info
Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 12265.

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Date of creation: 23 Mar 2005
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Publication status: Published in Journal of Economic Dynamics and Control, 2006, Vol. 30, No. 5, pp. 879-897.
Handle: RePEc:isu:genres:12265

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Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
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E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates

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  1. Bhattacharya, Joydeep & Haslag, Joseph & Martin, Antoine, 2007. "Why Does Overnight Liquidity Cost More Than Intraday Liquidity?," Staff General Research Papers 12760, Iowa State University, Department of Economics. [Downloadable!]
    Other versions:
  2. Joseph H. Haslag & Joydeep Bhattacharya & Antoine Martin, 2007. "Money, output and the payment system: Optimal monetary policy in a model with hidden effort," Working Papers 0704, Department of Economics, University of Missouri. [Downloadable!]
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