Money, banks and endogenous volatility

B-Tier
Journal: Economic Theory
Year: 2000
Volume: 15
Issue: 3
Pages: 735-745

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

In this paper I consider a monetary growth model in which banks provide liquidity, and the government fixes a constant rate of money creation. There are two underlying assets in the economy, money and capital. Money is dominated in rate of return. In contrast to other papers with a larger set of government liabilities, I find a unique equilibrium when agents' risk aversion is moderate. However, indeterminacies and endogenous volatility can be observed when agents are relatively risk averse.

Technical Details

RePEc Handle
repec:spr:joecth:v:15:y:2000:i:3:p:735-745
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25