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Stability in a model of staggered-reserve accounting


  • Michael L. Bagshaw
  • William T. Gavin


An investigation of the nature of the dynamic process implied by staggered-reserve accounting, using a simple reduced-form model of the money-supply process.

Suggested Citation

  • Michael L. Bagshaw & William T. Gavin, 1982. "Stability in a model of staggered-reserve accounting," Working Paper 8202, Federal Reserve Bank of Cleveland.
  • Handle: RePEc:fip:fedcwp:8202

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    References listed on IDEAS

    1. Croushore Dean, 2010. "An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-32, May.
    2. Todd E. Clark, 2011. "Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 327-341, July.
    3. repec:oup:restud:v:82:y:2015:i:4:p:1342-1345. is not listed on IDEAS
    4. Marco Del Negro & Giorgio E. Primiceri, 2015. "Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum," Review of Economic Studies, Oxford University Press, vol. 82(4), pages 1342-1345.
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    Bank reserves ; Money supply;


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