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Citations for "Money and Asset Prices in a Cash-in-Advance Economy"

by Svensson, Lars E O

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  1. Jacquet, Nicolas L. & Tan, Serene, 2012. "Money and asset prices with uninsurable risks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 784-797.
  2. Hodrick, Robert J & Kocherlakota, Narayana R & Lucas, Deborah, 1991. "The Variability of Velocity in Cash-in-Advance Models," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 358-84, April.
  3. Mennuni, Alessandro & Gervais, Martin, 2014. "Optimal fiscal policy in the neoclassical growth model revisited," Discussion Paper Series In Economics And Econometrics 1406, Economics Division, School of Social Sciences, University of Southampton.
  4. Carl E. Walsh, 1985. "Borrowing Restrictions and Wealth Constraints: Implications for Aggregate Consumption," NBER Working Papers 1629, National Bureau of Economic Research, Inc.
  5. Cole, Harold L & Stockman, Alan C, 1992. "Specialization, Transactions Technologies, and Money Growth," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(2), pages 283-98, May.
  6. Stefano Bosi & Mohanad Ismaël & Alain Venditti, 2014. "Collaterals and Growth Cycles with Heterogeneous Agents," AMSE Working Papers 1438, Aix-Marseille School of Economics, Marseille, France, revised 17 Feb 2014.
  7. Riham Barbar & Stefano Bosi, 2008. "Collaterals and Macroeconomic Volatility," Documents de recherche 08-15, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  8. Wilbur John Coleman II, 1991. "Precautionary money balances with aggregate uncertainty," International Finance Discussion Papers 399, Board of Governors of the Federal Reserve System (U.S.).
  9. Bennett T. McCallum & Marvin S. Goodfriend, 1988. "Theoretical analysis of the demand of money," Economic Review, Federal Reserve Bank of Richmond, issue Jan, pages 16-24.
  10. Caballe, Jordi & Panades, Judith, 2004. "Inflation, tax evasion, and the distribution of consumption," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 567-595, December.
  11. Michael Woodford, 1990. "Does Competition Between Currencies Lead to Price Level and Exchange Rate Stability?," NBER Working Papers 3441, National Bureau of Economic Research, Inc.
  12. Thomas F. Cooley & Gary D. Hansen, 1987. "The Inflation Tax in a Real Business Cycle Model," UCLA Economics Working Papers 496, UCLA Department of Economics.
  13. Stefan Niemann, 2009. "Dynamic Monetary-Fiscal Interactions and the Role of Monetary Conservatism," Economics Discussion Papers 667, University of Essex, Department of Economics.
  14. Ramon Marimon & Juan Pablo Nicolini & Pedro Teles, 1997. "Electronic money: the end of inflation?," Discussion Paper / Institute for Empirical Macroeconomics 122, Federal Reserve Bank of Minneapolis.
  15. Alexandre Cunha, 2008. "The optimality of the Friedman rule when some distorting taxes are exogenous," Economic Theory, Springer, vol. 35(2), pages 267-291, May.
  16. Mats Persson & Torsten Persson & Lars E. O. Svensson, 2006. "Time Consistency of Fiscal and Monetary Policy: A Solution," Econometrica, Econometric Society, vol. 74(1), pages 193-212, 01.
  17. Jordi Caballe & Jana Hromcova, 2001. "The Role of Central Bank Operating Procedures in an Economy with Productive Government Spending," UFAE and IAE Working Papers 504.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  18. Telyukova, Irina A. & Visschers, Ludo, 2009. "Precautionary Demand for Money in a Monetary Business Cycle Model," MPRA Paper 15622, University Library of Munich, Germany.
  19. Dudley Cooke, 2006. "Openness and Inflation," Economics Discussion Papers 621, University of Essex, Department of Economics.
  20. Stefania Albanesi & V. V. Chari & Lawrence J. Christiano, 2002. "Expectation Traps and Monetary Policy," Macroeconomics 0201004, EconWPA.
  21. Flavio Padrini, 1997. "Efficiency Of The Payments System, Velocity Of Circulation Of Money, And Financial Markets," Macroeconomics 9706004, EconWPA.
  22. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," Economics Series Working Papers 2008fe28, University of Oxford, Department of Economics.
  23. Marimon, Ramon & Nicolini, Juan Pablo & Teles, Pedro, 2003. "Inside-outside money competition," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1701-1718, November.
  24. Alexandre Cunha, 2004. "The Friedman Rule in a Two Sector Small Open Economy," Econometric Society 2004 North American Summer Meetings 530, Econometric Society.
  25. D H Kim, 2002. "Another look at yield spreads: The role of liquidity," Centre for Growth and Business Cycle Research Discussion Paper Series 04, Economics, The Univeristy of Manchester.
  26. Huw Dixon & Panayiotis M. Pourpourides, 2011. "On Imperfect Competition with Occasionally Binding Cash-in-Advance Constraints," Working Papers 2011-3, Central Bank of Cyprus.
  27. Chan Il Park, 1998. "Transactions Demand for Money and the Inverse Relation Between Inflation and Output: the Case of Korean Economy," International Economic Journal, Taylor & Francis Journals, vol. 12(1), pages 39-51.
  28. Yi Wen, 2013. "Liquidity and Welfare," 2013 Meeting Papers 204, Society for Economic Dynamics.
  29. Ragot, Xavier, 2014. "The case for a financial approach to money demand," Journal of Monetary Economics, Elsevier, vol. 62(C), pages 94-107.
  30. Adam, Klaus, 2005. "Experimental Evidence on the Persistence of Output and Inflation," CEPR Discussion Papers 4885, C.E.P.R. Discussion Papers.
  31. Miquel Faig & Belén Jerez, 2006. "Precautionary Balances and the Velocity of Circulation of Money," Working Papers tecipa-188, University of Toronto, Department of Economics.
  32. Siu, Henry, 2006. "Time consistent monetary policy with endogenous price rigidity," Economics working papers siu-06-06-15-02-39-39, Vancouver School of Economics, revised 20 Jun 2006.
  33. Liu, Xuan, 2013. "Time consistency of optimal monetary and fiscal policy in a small open economy," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 47-67.
  34. Javier Díaz-Giménez & Giorgia Giovannetti & Ramon Marimon & Pedro Teles, 2003. "Nominal debt as a burden on monetary policy," Economics Working Papers 841, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2006.
  35. Rodrigo Suescún, 1995. "Growth Welfare Costs And Aggregate Fluctuations In Economies With Monetary Taxation," BORRADORES DE ECONOMIA 002774, BANCO DE LA REPÚBLICA.
  36. Jeffrey M. Lacker, 1997. "Clearing, settlement, and monetary policy," Working Paper 97-01, Federal Reserve Bank of Richmond.
  37. Alexandre Barros da Cunha, 2003. "Optimal Exchange Rate Policy, Optimal Incomplete Taxation and Business Cycles," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] b16, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  38. Yi Wen, 2009. "When does heterogeneity matter?," Working Papers 2009-024, Federal Reserve Bank of St. Louis.
  39. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
  40. Fernando Martin, 2009. "A Positive Theory of Government Debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 608-631, October.
  41. Martin Eichenbaum & Kenneth I. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?," NBER Chapters, in: NBER Macroeconomics Annual 1986, Volume 1, pages 91-146 National Bureau of Economic Research, Inc.
  42. Hong, Hao, 2011. "Money, interest rates and the real activity," Cardiff Economics Working Papers E2011/18, Cardiff University, Cardiff Business School, Economics Section.
  43. D H Kim, 2003. "Another Look at Yield Spreads: The Role of Liquidity," The School of Economics Discussion Paper Series 0306, Economics, The University of Manchester.
  44. Eduardo L. Giménez & José María Martín-Moreno, . "Title: Monetary shocks and business cicle in the Spanish economy," Studies on the Spanish Economy 43, FEDEA.
  45. David M. Arseneau & Sanjay K. Chugh, 2007. "Optimal fiscal and monetary policy with costly wage bargaining," International Finance Discussion Papers 893, Board of Governors of the Federal Reserve System (U.S.).
  46. Stefano Bosi & Mohanad Ismaël & Alain Venditti, 2014. "Collaterals and Growth Cycles with Heterogeneous Agents," Working Papers halshs-01059577, HAL.
  47. Hardouvelis, Gikas A & Malliaropoulos, Dimitrios, 2004. "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers 4314, C.E.P.R. Discussion Papers.
  48. Arrau, Patricio & de Gregorio, Jose, 1991. "Financial innovation and money demand : theory and empirical implementation," Policy Research Working Paper Series 585, The World Bank.
  49. Niemann, Stefan & Pichler, Paul, 2011. "Optimal fiscal and monetary policies in the face of rare disasters," European Economic Review, Elsevier, vol. 55(1), pages 75-92, January.
  50. Krzysztof Makarski, 2014. "Dollarization as a signaling device," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 45(1), pages 17-36.
  51. Alberto Giovannini, 1987. "Uncertainty and Liquidity," NBER Working Papers 2296, National Bureau of Economic Research, Inc.
  52. Jinhui H. Bai & Ingolf Schwarz, 2006. "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Working Papers gueconwpa~06-06-05, Georgetown University, Department of Economics.
  53. Charles T. Carlstrom & Timothy S. Fuerst, 2003. "Money Growth Rules and Price Level Determinacy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 263-275, April.
  54. Cunha, Alexandre B., 2005. "A Direct Proof of the First Welfare Theorem," Insper Working Papers wpe_30, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  55. Isabel Correia & Pedro Teles, 1999. "The Optimal Inflation Tax," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(2), pages 325-346, April.
  56. Jana Hromcová, 2004. "On The Income Velocity Of Money In A Cash-In-Advance Economy With Capital," Working Papers. Serie AD 2004-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  57. Liu, X, 2010. "Is Optimal Monetary and Fiscal Policy in a Small Open Economy Time Consistent?," MPRA Paper 28781, University Library of Munich, Germany.
  58. Yu, Miaojie, 2009. "Revaluation of the Chinese Yuan and triad trade: A gravity assessment," Journal of Asian Economics, Elsevier, vol. 20(6), pages 655-668, November.
  59. Lucas, Robert E, Jr & Stokey, Nancy L, 1987. "Money and Interest in a Cash-in-Advance Economy," Econometrica, Econometric Society, vol. 55(3), pages 491-513, May.
  60. Pamela A. Labadie, 1988. "The effects of stochastic inflation on asset prices," Discussion Paper / Institute for Empirical Macroeconomics 5, Federal Reserve Bank of Minneapolis.
  61. Robert J. Hodrick & Sanjay Srivastava, 1985. "The Covariation of Risk Premiums and Expected Future Spot Exchange Rates," NBER Working Papers 1749, National Bureau of Economic Research, Inc.
  62. Kurozumi, Takushi, 2006. "Determinacy and expectational stability of equilibrium in a monetary sticky-price model with Taylor rule," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 827-846, May.
  63. Hodrick, Robert J., 1989. "Risk, uncertainty, and exchange rates," Journal of Monetary Economics, Elsevier, vol. 23(3), pages 433-459, May.
  64. Bosi, Stefano & Magris, Francesco, 2003. "Indeterminacy and endogenous fluctuations with arbitrarily small liquidity constraint," Research in Economics, Elsevier, vol. 57(1), pages 39-51, March.
  65. Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section.
  66. Markus Mueller & Ulrich K. Schittko, 1999. "Transmission of Policy Shocks in a Monetary Asset-Pricing Model," Discussion Paper Series 188, Universitaet Augsburg, Institute for Economics.
  67. Guido Tabellini & Scott Freeman, 1998. "The optimality of nominal contracts," Economic Theory, Springer, vol. 11(3), pages 545-562.
  68. Alberto Giovannini, 1991. "Currency Substitution and the Fluctuations of Foreign-Exchange Reserves with Credibly Fixed Exchange Rates," NBER Working Papers 3636, National Bureau of Economic Research, Inc.
  69. Alexandre Cunha, 2013. "On the relevance of floating exchange rate policies," Economic Theory, Springer, vol. 53(2), pages 357-382, June.
  70. Harris Dellas & Kevin D. Salyer, 2003. "Some Fiscal Implications of Monetary Policy," Bulletin of Economic Research, Wiley Blackwell, vol. 55(1), pages 21-36, January.
  71. Wang, Yong & Zhou, Hanqing, 2001. "Money and credit in liquidity provision," Journal of Banking & Finance, Elsevier, vol. 25(11), pages 2041-2067, November.
  72. Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series 904, CESifo Group Munich.
  73. Prakash Apte & Piet Sercu & Raman Uppal, 1996. "The Equilibrium Approach to Exchange Rates: Theory and Tests," NBER Working Papers 5748, National Bureau of Economic Research, Inc.
  74. Beck, Stacie & Stockman, David R., 2005. "Money as real options in a cash-in-advance economy," Economics Letters, Elsevier, vol. 87(3), pages 337-345, June.
  75. Sellin, Peter, 1998. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Working Paper Series 72, Sveriges Riksbank (Central Bank of Sweden).
  76. Lawrence J. Christiano, 1991. "Modeling the liquidity effect of a money shock," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 3-34.
  77. Gorton, Gary, 1999. "Pricing free bank notes," Journal of Monetary Economics, Elsevier, vol. 44(1), pages 33-64, August.
  78. Eduardo Giménez & José Martín-Moreno, 2013. "Transmission mechanisms of real stochastic shocks in a small open economy," International Economics and Economic Policy, Springer, vol. 10(2), pages 217-245, June.
  79. Mauro Boianovsky, 2002. "Simonsen and the early history of the cash\in-advance approach," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 9(1), pages 57-71.
  80. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 13/85, International Monetary Fund.
  81. Hromcova, Jana, 1998. "A note on income velocity of money in a cash-in-advance economy with capital," Economics Letters, Elsevier, vol. 60(1), pages 91-96, July.
  82. Stéphane Dupraz, 2011. "Price level determination and seigniorage in a cash-in-advance economy with inside money," Post-Print dumas-00643707, HAL.
  83. Diaz-Gimenez, Javier & Prescott, Edward C., 1997. "Real returns on government debt: A general equilibrium quantitative exploration," European Economic Review, Elsevier, vol. 41(1), pages 115-137, January.
  84. BLOISE, Gaetano & MAGRIS, Francesco, 2000. "Sunspot equilibria in a monetary economy with capital accumulation," CORE Discussion Papers 2000040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  85. Hromcova, Jana, 2003. "Money and growth in a cash-in-advance economy with costly credit," Economic Modelling, Elsevier, vol. 20(6), pages 1113-1136, December.
  86. Iris Claus & Arthur Grimes, 2003. "Asymmetric Information, Financial Intermediation and the Monetary Transmission Mechanism: A Critical Review," Treasury Working Paper Series 03/19, New Zealand Treasury.
  87. Erdem Basci & Ismail Saglam, 1998. "On the Importance of Sequencing of Markets in Monetary Economies," Departmental Working Papers 982, Bilkent University, Department of Economics.
  88. Balduzzi, Pierluigi, 1996. "Inflation and asset prices in a monetary economy," Economics Letters, Elsevier, vol. 53(1), pages 67-74, October.
  89. Philip Jefferson, 2001. "Price dynamics when there are alternatives to cash payment," Journal of Economics and Finance, Springer, vol. 25(2), pages 149-171, June.
  90. William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 1996. "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," Econometrics 9602003, EconWPA.
  91. Dudley Cooke, 2004. "Openness and Inflation," Money Macro and Finance (MMF) Research Group Conference 2004 99, Money Macro and Finance Research Group.
  92. Paul Pichler & Gerhard Sorger & Stefan Niemann, 2011. "Public debt, discretionary policy, and inflation persistence," 2011 Meeting Papers 887, Society for Economic Dynamics.
  93. Eduardo Giménez, 2007. "On the positive fundamental value of money with short-sale constraints," Annals of Finance, Springer, vol. 3(4), pages 455-469, October.
  94. Deck, Cary A. & McCabe, Kevin A. & Porter, David P., 2006. "Why stable fiat money hyperinflates: Results from an experimental economy," Journal of Economic Behavior & Organization, Elsevier, vol. 61(3), pages 471-486, November.
  95. Bloise, Gaetano, 2005. "A remark on the fiscal theory of price determination," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 1037-1052, December.
  96. Stefano Neri, 2004. "Monetary policy and stock prices: theory and evidence," Temi di discussione (Economic working papers) 513, Bank of Italy, Economic Research and International Relations Area.
  97. Verónica Mies M. & Raimundo Soto M., 2000. "Money Demand: Theory, Evidence, Results," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 3(3), pages 5-32, December.
  98. Christian Hellwig, 2002. "Money, Intermediaries, and Cash-in-Advance Constraints (February 2003)," UCLA Economics Online Papers 207, UCLA Department of Economics.
  99. Alexandre B. Cunha, 2006. "Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes," IBMEC RJ Economics Discussion Papers 2006-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  100. Ahmed, Shahzad & Pasha, Farooq, 2014. "The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan," MPRA Paper 55262, University Library of Munich, Germany, revised 11 Apr 2014.
  101. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 2001. "Capital Trading, Stock Trading, and the Inflation Tax on Equity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 575-606, July.
  102. Dotsey, Michael & Sarte, Pierre Daniel, 2000. "Inflation uncertainty and growth in a cash-in-advance economy," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 631-655, June.
  103. Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques.
  104. Raimundo Soto, . "Nonlinearities in the Demand for money: A Neural Network Approach," ILADES-Georgetown University Working Papers inv107, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  105. Martin Ellison & Neil Rankin, 2005. " Optimal Monetary Policy When Lump-Sum Taxes Are Unavailable: A Reconsideration of the Outcomes under Commitment and Discretion," CDMA Conference Paper Series 0501, Centre for Dynamic Macroeconomic Analysis.
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