Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy

DOI10.1016/J.JEDC.2006.09.007zbMath1163.91357OpenAlexW3124436412MaRDI QIDQ1027390

Pierluigi Balduzzi

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.09.007

zbMATH Keywords

cash-in-advance constraint

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Related Items (1)

Equilibrium implications of interest rate smoothing

Cites Work

• Unnamed Item
• No-arbitrage macroeconomic determinants of the yield curve
• Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
• Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium
• A Theory of the Term Structure of Interest Rates
• Inflation and Asset Prices in an Exchange Economy
• Money and Interest in a Cash-in-Advance Economy
• An intertemporal asset pricing model with stochastic consumption and investment opportunities

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