ON SUNSPOTS, HABITS, AND MONETARY FACTS

DOI10.1017/S1365100507060488zbMath1132.91568MaRDI QIDQ5444681

Stéphane Auray, Patrick Fève

Publication date: 25 February 2008

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

sunspotshabit persistencereal indeterminacyliquidity effectprice puzzleCash-in-Advance

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Optimal consumption and portfolio rules with durability and habit formation
• On intertemporal preferences in continuous time. The case of certainty
• Monetary policy and price level determinacy in a cash-in-advance economy
• Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
• The Interaction Between Time-Nonseparable Preferences and Time Aggregation

This page was built for publication: ON SUNSPOTS, HABITS, AND MONETARY FACTS