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A New Technique for Proving the Existence of Monetary Equilibria in Matching Models with Divisible Money

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Author Info
Kazuya Kamiya (Faculty of Economics, University of Tokyo)
Takashi Shimizu (Faculty of Economics, Kansai University)
Abstract

This paper develops a new technique for proving the existence of monetary equilibria in money search models. In money search models with divisible money, the set of equilibria, if it exists, is at least one-dimensional. We develop a method to prove the existence of such a set in a fairly simple way. That is, we first find an endpoint of the set of equilibria and then we prove the existence of a continuum of the set of equilibria from this endpoint. Solving for these equilibria is complicated otherwise than using our method. Thus, our technique is simple but very powerful. Further, we consider a rather complicated bargaining procedure that allows us to prove the existence of equilibria in money search model with perfectly divisible goods and money.

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File URL: http://www.e.u-tokyo.ac.jp/cirje/research/dp/2005/2005cf347.pdf
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Paper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE F-Series with number CIRJE-F-347.

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Length: 19 pages
Date of creation: Jun 2005
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Handle: RePEc:tky:fseres:2005cf347

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  1. Zhu, Tao, 2003. "Existence of a monetary steady state in a matching model: indivisible money," Journal of Economic Theory, Elsevier, vol. 112(2), pages 307-324, October. [Downloadable!] (restricted)
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  2. Kazuya Kamiya & Takashi Shimizu, 2005. "Real Indeterminacy of Stationary Equilibria in Matching Models with Divisible Money," CIRJE F-Series CIRJE-F-390, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  3. Shouyong Shi, 1995. "Money and Prices: A Model of Search and Bargaining," Working Papers 916, Queen's University, Department of Economics.
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  4. Green, Edward J. & Zhou, Ruilin, 1998. "A Rudimentary Random-Matching Model with Divisible Money and Prices," Journal of Economic Theory, Elsevier, vol. 81(2), pages 252-271, August. [Downloadable!] (restricted)
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  5. Camera, G. & Corbae, D., 1998. "Money and Price Dispersion," Working Papers 98-03, University of Iowa, Department of Economics.
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  6. Kazuya Kamiya & Takashi Sato, 2004. "Equilibrium Price Dispersion in a Matching Model with Divisible Money," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 413-430, 05. [Downloadable!] (restricted)
  7. Zhou, Ruilin, 1999. "Individual and Aggregate Real Balances in a Random-Matching Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(4), pages 1009-38, November.
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