Demand for cash with intra-period endogenous consumption

DOI10.1016/j.jedc.2013.06.013zbMath1402.91404OpenAlexW1964187363MaRDI QIDQ1994190

Avner Bar-Ilan, Nancy P. Marion

Publication date: 1 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.06.013

zbMATH Keywords

money demandconsumption smoothingdrift control

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL

Cites Work

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• Drift rate control of a Brownian processing system
• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
• A generalized impulse control model of cash management
• Drift control of international reserves
• Optimal impulse control for a multidimensional cash management system with generalized cost functions
• Financial Innovation and the Transactions Demand for Cash
• Dynamic Control of a Queue with Adjustable Service Rate
• Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
• Heavy traffic analysis of a queueing system with bounded capacity for two types of customers

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