The case for a financial approach to money demand

A-Tier
Journal: Journal of Monetary Economics
Year: 2014
Volume: 62
Issue: C
Pages: 94-107

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

The distribution of money across households is much more similar to the distribution of financial assets than to that of consumption expenditures. This is a puzzle for theories which directly link money demand to consumption. This paper shows that the joint distribution of money and financial assets can be explained in a heterogeneous-agent model where both a cash-in-advance constraint and financial adjustment costs, as in the Baumol–Tobin literature, are introduced. Studying each friction in turn, one finds that the financial friction explains more than 78% of total money demand.

Technical Details

RePEc Handle
repec:eee:moneco:v:62:y:2014:i:c:p:94-107
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29