Testing for Financial Buffer Stocks in Sectoral Portfolio Models.

A-Tier
Journal: Review of Economics and Statistics
Year: 1990
Volume: 72
Issue: 2
Pages: 286-95

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Empirical implementation of the buffer stock money notion tends to concentrate either on the "shock absorber" aspects or the "spillover" ("disequilibrium money") aspects, but rarely combines both. Moreover, a potential buffer role for nonmoney assets is usually precluded without explicit empirical testing. This paper examines the role of financial buffers in an ex ante sectoral model of expenditure and portfolio behavior incorporating both the shock absorber and spillover aspects in terms of cross-equation parameter restrictions. These are tested for a range of different assets and liabilities using quarterly data for the U.K. personal sector. Copyright 1990 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:72:y:1990:i:2:p:286-95
Journal Field
General
Author Count
1
Added to Database
2026-01-26