IDEAS home Printed from https://ideas.repec.org/a/fgv/epgrbe/v50y1996i3a677.html
   My bibliography  Save this article

Sorting out the issues: the two debates (1936/37; 1983-86) on Keynes's finance motive revisited

Author

Listed:
  • Carvalho, Fernando J. Cardim de

Abstract

No abstract is available for this item.

Suggested Citation

  • Carvalho, Fernando J. Cardim de, 1996. "Sorting out the issues: the two debates (1936/37; 1983-86) on Keynes's finance motive revisited," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 50(3), July.
    • Handle: RePEc:fgv:epgrbe:v:50:y:1996:i:3:a:677
    as

    Download full text from publisher

    File URL: https://periodicos.fgv.br/rbe/article/view/677
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Terzi, Andrea, 1986. "Finance, Investment and Saving: A Comment," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 10(1), pages 77-80, March.
    2. Richardson, David R, 1986. "Asimakopulos on Kalecki and Keynes on Finance, Investment and Saving," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 10(2), pages 191-198, June.
    3. J. A. Kregel, 1984. "Constraints on the Expansion of Output and Employment: Real or Monetary?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 7(2), pages 139-152, December.
    4. Fernando J. Cardim de Carvalho, 1992. "Mr Keynes And The Post Keynesians," Books, Edward Elgar Publishing, number 79.
    5. Snippe, Jan, 1985. "Finance, Saving and Investment in Keynes's Economics," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 9(3), pages 257-269, September.
    6. Nicholas Kaldor, 1939. "Speculation and Economic Stability," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 7(1), pages 1-27.
    7. Edward Amadeo & Gustavo H. B. Franco, 1988. "Finanças, poupança e investimento: Nem Keynes nem Robertson," Textos para discussão 205, Department of Economics PUC-Rio (Brazil).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Claudio Sardoni, 2019. "Investment and savings in a dynamic context," Working Papers 1/19, Sapienza University of Rome, DISS.
    2. Hein, Eckhard, 1994. "Investition, Finanzierung und Sparen: einige Implikationen der Keynes-Robertson-Kontroverse über den "Revolving Fund" [Investment, finance and saving: some implications of the Keynes-Robe," MPRA Paper 19322, University Library of Munich, Germany.
    3. Giovanni Cesaroni, 2001. "The finance motive, the Keynesian theory of the rate of interest and the investment multiplier," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 8(1), pages 58-74.
    4. Korkut A. Erturk, 2006. "Asset Price Bubbles, Liquidity Preference And The Business Cycle," Metroeconomica, Wiley Blackwell, vol. 57(2), pages 239-256, May.
    5. Korkut Erturk, 2005. "Speculation, Liquidity Preference and Monetary Circulation," Working Paper Series, Department of Economics, University of Utah 2005_12, University of Utah, Department of Economics.
    6. T. Kano, 1999. "A Comparison of Japanese Corporate Finance Between the High Growth Period and the Bubble Economy: Eichner-Kaleckian Modelling And An Analysis," Discussion Papers Series 266, School of Economics, University of Queensland, Australia.
    7. Hein, Eckhard, 1999. "Interest Rates, Income Shares, and Investment in a Kaleckian Model," MPRA Paper 18607, University Library of Munich, Germany.
    8. Mauro Boianovsky, 2004. "The IS-LM Model and the Liquidity Trap Concept: From Hicks to Krugman," History of Political Economy, Duke University Press, vol. 36(5), pages 92-126, Supplemen.
    9. Guillermo Llorente & Jiang Wang, 2020. "Trading and information in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1231-1263, August.
    10. Kang, Wenjin & Tang, Ke & Wang, Ningli, 2023. "Financialization of commodity markets ten years later," Journal of Commodity Markets, Elsevier, vol. 30(C).
    11. Guo, Kevin & Leung, Tim, 2017. "Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 32-49.
    12. Silvério, Renan & Szklo, Alexandre, 2012. "The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market," Energy Economics, Elsevier, vol. 34(6), pages 1799-1808.
    13. Misund, Bård & Oglend, Atle, 2016. "Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach," Energy, Elsevier, vol. 111(C), pages 178-189.
    14. Rau-Bredow, Hans, 2022. "Contango and Backwardation in Arbitrage-Free Futures-Markets," EconStor Preprints 249292, ZBW - Leibniz Information Centre for Economics.
    15. Ames, Matthew & Bagnarosa, Guillaume & Matsui, Tomoko & Peters, Gareth W. & Shevchenko, Pavel V., 2020. "Which risk factors drive oil futures price curves?," Energy Economics, Elsevier, vol. 87(C).
    16. Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 219-242, February.
    17. Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2018. "Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896," CQE Working Papers 7618, Center for Quantitative Economics (CQE), University of Muenster.
    18. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
    19. Junior, Peterson Owusu & Tiwari, Aviral Kumar & Padhan, Hemachandra & Alagidede, Imhotep, 2020. "Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India," Resources Policy, Elsevier, vol. 68(C).
    20. Gao, Lin & Hitzemann, Steffen & Shaliastovich, Ivan & Xu, Lai, 2022. "Oil volatility risk," Journal of Financial Economics, Elsevier, vol. 144(2), pages 456-491.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fgv:epgrbe:v:50:y:1996:i:3:a:677. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Núcleo de Computação da FGV EPGE (email available below). General contact details of provider: https://edirc.repec.org/data/epgvfbr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.