Precautionary Balances and the Velocity of Circulation of Money

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2007
Volume: 39
Issue: 4
Pages: 843-873

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

The low velocity of circulation of money implies that households hold more money than they normally spend. This behavior is explained if households face uncertain expenditure needs, so that they have a precautionary motive for holding money. We investigate this motive in a search model where households are subject to preference shocks. The model predicts that velocity is not only low but also interest elastic. The model closely fits U.S. data on velocity and interest rates (1892–2004). The empirical analysis reveals a dramatic reduction in precautionary balances toward the end of our sample, which is important for policy issues.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:39:y:2007:i:4:p:843-873
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25