A strategic market game with seigniorage costs of fiat money

DOI10.1007/s001990100209zbMath0996.91014OpenAlexW3125555698MaRDI QIDQ1349273

Dimitrios P. Tsomocos, Martin Shubik

Publication date: 21 May 2002

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d10/d1043.pdf

zbMATH Keywords

strategic market gamesinefficiencyseigniorage costs

Mathematics Subject Classification ID

Games in extensive form (91A18)

Related Items (5)

Monetary policy with linear information costs ⋮ Generic determinacy and money non-neutrality of international monetary equilibria ⋮ A NECESSARY AND SUFFICIENT CONDITION FOR CONVERGENCE OF STATISTICAL TO STRATEGIC EQUILIBRIA OF MARKET GAMES ⋮ An asymptotic analysis of strategic behavior for exchange economies ⋮ Collateral and the efficiency of monetary policy

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