Liquidity and interest rates

DOI10.1016/0022-0531(90)90001-ZzbMATH Open0692.90020MaRDI QIDQ584048FDOQ584048

Authors: Robert E. jun. Lucas 

Publication date: 1990

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

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zbMATH Keywords

interest rateasset transactionsliquidity effects

Mathematics Subject Classification ID

Trade models (91B60)

Cites Work

• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Monetary policy and price level determinacy in a cash-in-advance economy
• Money and Interest in a Cash-in-Advance Economy

Cited In (46)

• The cyclical behavior of household and business investment in a cash-in-advance economy
• Are unconditional lump-sum transfers a good idea?
• Money and dynamic credit arrangements with private information
• Money, credit, and limited participation
• Money, prices and interest rates in a non-aggregate stochastic general equilibrium model
• What is a liquidity crisis?
• Liquidity hoarding
• Limited participation and exchange rate dynamics: does theory meet the data?
• Scarce collateral, the term premium, and quantitative easing
• Monetary policy and the term premium
• A tractable model of indirect asset liquidity
• Frictional asset markets and the liquidity channel of monetary policy
• Liquidity risk and the term structure of interest rates
• On the theory of sterilized foreign exchange intervention
• On the long-run relationship between inflation and output in a spatial overlapping generations model
• Optimal monetary policy with heterogeneous money holdings
• Money, capital, and redistributive effects of monetary policies
• The Ramsey steady-state conundrum in heterogeneous-agent economies
• Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
• Search for a monetary propagation mechanism
• Liquidity and liquidation
• Money and liquidity effects: separating demand from supply
• Monetary shocks in a spatial overlapping generations model
• Title not available (Why is that?)
• Limited participation, labor market search and liquidity effects
• A model of the federal funds market
• A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES
• Monetary policy in a financial crisis
• Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy
• Money creation system in the real business cycle theory
• Modeling the liquidity effect with the limited participation model: a skeptical view
• Pricing-to-market, limited participation and exchange rate dynamics
• Labor market search and capital accumulation: Some analytical results
• Reserve-dependent surrender rates
• Generic determinacy and money non-neutrality of international monetary equilibria
• ASSET PRICE BUBBLES, LIQUIDITY PREFERENCE AND THE BUSINESS CYCLE
• State prices, liquidity, and default
• Optimal fiscal and monetary policy under sticky prices.
• Liquidity Preference and Financial Intermediation
• A monetary theory with non-degenerate distributions
• Optimal monetary policy in a Phillips-curve world
• Debt, liquidity and dynamics
• MARKET SEGMENTATION AND THE RESPONSE OF THE REAL INTEREST RATE TO MONETARY POLICY SHOCKS
• The identification of liquidity effects in the EMS: Italy 1991-1992
• Does the Federal Reserve affect asset prices?
• Comparison of misspecified calibrated models: the minimum distance approach

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