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MONETARY UNCERTAINTY IN DISCRETE-TIME UTILITY-OF-MONEY MODELS
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UNSPECIFIED (1994) MONETARY UNCERTAINTY IN DISCRETE-TIME UTILITY-OF-MONEY MODELS. ECONOMICS LETTERS, 44 (1-2). pp. 127-132. ISSN 0165-1765
Full text not available from this repository.Abstract
In a discrete-time model, higher variability of the future money supply affects current macroeconomic variables when beginning-of-period money is the argument of utility, but not when end-of-period money is. The effect is through the existence of a precautionary money demand.
| Item Type: | Journal Article |
|---|---|
| Subjects: | H Social Sciences > HC Economic History and Conditions |
| Journal or Publication Title: | ECONOMICS LETTERS |
| Publisher: | ELSEVIER SCIENCE SA LAUSANNE |
| ISSN: | 0165-1765 |
| Date: | 1994 |
| Volume: | 44 |
| Number: | 1-2 |
| Number of Pages: | 6 |
| Page Range: | pp. 127-132 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/20730 |
Data sourced from Thomson Reuters' Web of Knowledge
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