A computational model of banks' optimal reserve management policy.

DOI10.1016/S0165-1889(01)00010-0zbMath1100.91521OpenAlexW2069044971MaRDI QIDQ1603746

James A. Clouse, James P. jun. Dow

Publication date: 15 July 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00010-0

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10)

Related Items (4)

Excess reserves and economic activity ⋮ The federal funds market, excess reserves, and unconventional monetary policy ⋮ Minimizing banking risk in a Lévy process setting ⋮ Interbank market friction-induced holdings of precautionary liquidity: implications for bank loan supply and monetary policy implementation

Cites Work

• Dynamic programming and stochastic control

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