Persistent Liquidity Effects and Long-Run Money Demand

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2014
Volume: 6
Issue: 2
Pages: 71-107

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We present a monetary model with segmented asset markets that implies a persistent fall in interest rates after a once and for all increase in liquidity. The gradual propagation mechanism produced by our model is novel in the literature. We provide an analytical characterization of this mechanism, showing that the magnitude of the liquidity effect on impact, and its persistence, depend

Technical Details

RePEc Handle
repec:aea:aejmac:v:6:y:2014:i:2:p:71-107
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25