General Equilibrium with Multiple Liquid Assets

B-Tier
Journal: Review of Economic Dynamics
Year: 2023
Volume: 51
Pages: 267-291

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

This paper studies, analytically and numerically, economies with multiple liquid assets: fiat currency; fixed-supply real assets; and reproducible capital. Cases are considered where assets provide direct liquidity, and indirect liquidity via over-the-counter trade. The results shed new light on how monetary policy affects asset markets and investment. We also provide novel results on endogenous fluctuations (self-fulfilling prophecies), including coexistence of multiple equilibria with very different correlation and volatility patterns. Then we investigate if monetary policy can eliminate multiplicity. A calibration exercise assesses the impact on asset markets and on welfare of different policies, including changing inflation, and eliminating currency altogether. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:22-107
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24