Money with idiosyncratic uninsurable returns to capital

DOI10.1006/JETH.2000.2672zbMath0978.91045OpenAlexW1981765710MaRDI QIDQ1841180

Miquel Faig

Publication date: 21 June 2001

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ee6dd21de9ed6df7c45405f6bcf0f6063f7d4e1b

zbMATH Keywords

demand for moneyincome fluctuationsoptimum quantity of money

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62)

Related Items (1)

Money with idiosyncratic uninsurable returns to capital

Cites Work

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• The risk-free rate in heterogeneous-agent incomplete-insurance economies
• An expository note on individual risk without aggregate uncertainty
• The law of large numbers with a continuum of i.i.d. random variables
• Asset trading mechanisms and expansionary policy
• Dynamic programming with homogeneous functions
• Money with idiosyncratic uninsurable returns to capital
• Asset Management with Trading Uncertainty
• A note on the optimum quantity of money

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