Demand for cash with intra-period endogenous consumption

DOI10.1016/J.JEDC.2013.06.013zbMATH Open1402.91404OpenAlexW1964187363MaRDI QIDQ1994190FDOQ1994190

Nancy P. Marion, A. Bar-Ilan

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.06.013

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zbMATH Keywords

consumption smoothingmoney demanddrift control

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Queueing theory (aspects of probability theory) (60K25)

Cites Work

• Dynamic Control of a Queue with Adjustable Service Rate
• Title not available (Why is that?)
• Optimal impulse control for a multidimensional cash management system with generalized cost functions
• A generalized impulse control model of cash management
• Drift rate control of a Brownian processing system
• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
• Financial Innovation and the Transactions Demand for Cash
• Drift control of international reserves
• Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
• Heavy traffic analysis of a queueing system with bounded capacity for two types of customers

Cited In (2)

• INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL
• Financial Innovation and the Transactions Demand for Cash

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