Demand for cash with intra-period endogenous consumption

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2013
Volume: 37
Issue: 12
Pages: 2668-2678

Authors (2)

Bar-Ilan, Avner (University of Haifa) Marion, Nancy (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We extend the literature on the demand for money by relaxing the assumption of a constant rate of consumption. Although total consumption is still fixed over the period, agents can choose more than one rate of consumption and cash depletion in the period to minimize the cost of money management. Consistent with empirical evidence, we find that agents do not smooth intra-period consumption. Instead, their rate of consumption will be positively related to their cash position. This positive correlation depends on the volatility of the consumption process.

Technical Details

RePEc Handle
repec:eee:dyncon:v:37:y:2013:i:12:p:2668-2678
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24