Mengerian saleableness and commodity money in a Walrasian trading post example
From MaRDI portal
Publication:1934832
DOI10.1016/J.ECONLET.2007.10.026zbMATH Open1255.91240OpenAlexW2049683400MaRDI QIDQ1934832FDOQ1934832
Authors: Ross M. Starr
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/92k1n9mn
Recommendations
- Commodity money equilibrium in a convex trading post economy with transaction costs
- Monetary general equilibrium with transaction costs.
- Why is there money? Endogenous derivation of `money' as the most liquid asset: A class of examples
- More on money as a medium of exchange
- A Walrasian Theory of Money and Barter
Auctions, bargaining, bidding and selling, and other market models (91B26) Special types of economic markets (including Cournot, Bertrand) (91B54)
Cites Work
- Title not available (Why is that?)
- Temporary General Equilibrium Theory
- Why is there money? Endogenous derivation of `money' as the most liquid asset: A class of examples
- Equilibrium in a Finite Sequence of Markets with Transaction Cost
- Equilibrium with Non-Convex Transactions Costs: Monetary and Non-Monetary Economies
- A Walrasian Theory of Money and Barter
Cited In (4)
- Commodity money equilibrium in a convex trading post economy with transaction costs
- The Jevons double coincidence condition and local uniqueness of money: an example
- Why is there money? Endogenous derivation of `money' as the most liquid asset: A class of examples
- Money, barter, and convergence to the competitive allocation: Menger's problem
This page was built for publication: Mengerian saleableness and commodity money in a Walrasian trading post example
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1934832)