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Search for a Monetary Propagation Mechanism

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Author Info
Shouyong Shi

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Abstract

This paper examines a monetary propagation mechanism in an economy where exchanges in goods and labor markets involve costly search. It is shown that an increase in the money growth rate increases steady state employment and output when the money growth rate is low but reduces steady state employment and output when the money growth is already high. The model produces persistent, hump-shaped responses in employment and output to money growth shocks even when the shocks have no persistence.

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Publisher Info
Paper provided by Queen's University, Department of Economics in its series Working Papers with number 966.

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Length: 37 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:qed:wpaper:966

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Related research
Keywords: MONEY PRICES

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Find related papers by JEL classification:
E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)

Cited by:
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  1. Benjamin Bental & Dominique Demougin, 2003. "Incentive Contracts and Total Factor Productivity," Cahiers de recherche 0325, CIRPEE. [Downloadable!]
    Other versions:
  2. Etienne, LEHMANN & Bruno, VAN DER LINDEN, 2007. "Search Frictions on Product and Labor markets : Money in the Matching Function," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2007013, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    Other versions:
  3. Aleksander Berentsen & Guillaume Rocheteau & Shouyong Shi, 2002. "Friedman Meets Hosios: Efficiency in Search Models of Money," Working Papers shouyong-02-04, University of Toronto, Department of Economics. [Downloadable!]
    Other versions:
  4. Ritter, Moritz, 2007. "The Optimum Quantity of Money Revisited: Distortionary Taxation in a Search Model of Money," MPRA Paper 1973, University Library of Munich, Germany. [Downloadable!]
  5. Ricardo Lagos & Randall Wright, 2004. "A unified framework for monetary theory and policy analysis," Staff Report 346, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  6. David Andolfatto & Scott Hendry & Kevin Moran, 2002. "Labour Markets, Liquidity, and Monetary Policy Regimes," Working Papers 02-32, Bank of Canada. [Downloadable!]
    Other versions:
  7. Allen Head & Shouyong Shi, 2002. "A Fundamental Theory of Exchange Rates and Direct Currency Trades," Working Papers shouyong-03-01, University of Toronto, Department of Economics. [Downloadable!]
    Other versions:
  8. Martin Menner, 2005. "A Search-Theoretic Monetary Business Cycle Model With Capital Formation," Economics Working Papers we056634, Universidad Carlos III, Departamento de Economía. [Downloadable!]
    Other versions:
  9. Aleksander Berentsen & Guido Menzio & Randall Wright, 2008. "Inflation and Unemployment in the Long Run," PIER Working Paper Archive 08-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:
  10. Shouyong Shi, 2006. "A Microfoundation of Monetary Economics," Working Papers tecipa-211, University of Toronto, Department of Economics. [Downloadable!]
  11. Weimin Wang & Shouyong Shi, 2006. "The Variability of Velocity of Money in a Search Model," Working Papers tecipa-190, University of Toronto, Department of Economics. [Downloadable!]
    Other versions:
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This page was last updated on 2008-11-13.


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