The Jevons double coincidence condition and local uniqueness of money: an example

DOI10.1016/j.jmateco.2010.05.008zbMath1232.91520OpenAlexW2137210393MaRDI QIDQ617585

Ross M. Starr

Publication date: 21 January 2011

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.05.008

zbMATH Keywords

general equilibriumbartercommodity moneydouble coincidence of wantstrading post

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Why is there money? Endogenous derivation of `money' as the most liquid asset: A class of examples
• Mengerian saleableness and commodity money in a Walrasian trading post example
• Inefficiency and the Demand for "Money" in a Sequence Economy
• On Transaction Costs, Inessential Sequence Economies and Money
• Equilibrium with Transaction Costs
• Existence of an Equilibrium for a Competitive Economy
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