Liquidity and interest rates

DOI10.1016/0022-0531(90)90001-ZMaRDI QIDQ584048zbMATH OpenFDO

Authors Robert E. jun. Lucas

Publication date 1990

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

zbMATH Keywords

interest rateasset transactionsliquidity effects

Mathematics Subject Classification ID

Trade models (91B60)

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Cites work

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

Cited in

(47)

• Optimal monetary policy in a Phillips-curve world
• Limited participation, labor market search and liquidity effects
• A tractable model of indirect asset liquidity
• Money, prices and interest rates in a non-aggregate stochastic general equilibrium model
• Money, capital, and redistributive effects of monetary policies
• Monetary policy in a financial crisis
• Modeling the liquidity effect with the limited participation model: a skeptical view
• Liquidity hoarding
• The cyclical behavior of household and business investment in a cash-in-advance economy
• Generic determinacy and money non-neutrality of international monetary equilibria
• On the long-run relationship between inflation and output in a spatial overlapping generations model
• ASSET PRICE BUBBLES, LIQUIDITY PREFERENCE AND THE BUSINESS CYCLE
• Optimal fiscal and monetary policy under sticky prices.
• Frictional asset markets and the liquidity channel of monetary policy
• Scarce collateral, the term premium, and quantitative easing
• Debt, liquidity and dynamics
• Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy
• A model of the federal funds market
• Are unconditional lump-sum transfers a good idea?
• Reserve-dependent surrender rates
• Liquidity and liquidation
• The Ramsey steady-state conundrum in heterogeneous-agent economies
• Pricing-to-market, limited participation and exchange rate dynamics
• Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
• State prices, liquidity, and default
• Does the Federal Reserve affect asset prices?
• MARKET SEGMENTATION AND THE RESPONSE OF THE REAL INTEREST RATE TO MONETARY POLICY SHOCKS
• Money creation system in the real business cycle theory
• Monetary policy and the term premium
• A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES
• Money and dynamic credit arrangements with private information
• Money and liquidity effects: separating demand from supply
• A monetary theory with non-degenerate distributions
• The identification of liquidity effects in the EMS: Italy 1991-1992
• Liquidity Preference and Financial Intermediation
• Monetary shocks in a spatial overlapping generations model
• Money, credit, and limited participation
• Do open market operations matter?
• Limited participation and exchange rate dynamics: does theory meet the data?
• What is a liquidity crisis?
• Optimal monetary policy with heterogeneous money holdings
• Liquidity risk and the term structure of interest rates
• Comparison of misspecified calibrated models: the minimum distance approach
• Labor market search and capital accumulation: Some analytical results
• Search for a monetary propagation mechanism
• On the theory of sterilized foreign exchange intervention
• scientific article; zbMATH DE number 5130804 (Why is no real title available?)

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