The Jevons double coincidence condition and local uniqueness of money: an example

DOI10.1016/J.JMATECO.2010.05.008MaRDI QIDQ617585zbMATH OpenOpenAlexFDO

Authors Ross M. Starr

Publication date 21 January 2011

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2010.05.008

zbMATH Keywords

bartercommodity moneydouble coincidence of wantsgeneral equilibriumtrading post

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Mengerian saleableness and commodity money in a Walrasian trading post example
• Commodity money equilibrium in a convex trading post economy with transaction costs
• Why is there money? Endogenous derivation of `money' as the most liquid asset: A class of examples
• scientific article; zbMATH DE number 2072555
• Monetary general equilibrium with transaction costs.

Cites work

• Equilibrium with Transaction Costs
• Existence of an Equilibrium for a Competitive Economy
• scientific article; zbMATH DE number 2072555 (Why is no real title available?)
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• Inefficiency and the Demand for "Money" in a Sequence Economy
• Mengerian saleableness and commodity money in a Walrasian trading post example
• On Transaction Costs, Inessential Sequence Economies and Money
• Why is there money? Endogenous derivation of `money' as the most liquid asset: A class of examples

This page was built for publication: The Jevons double coincidence condition and local uniqueness of money: an example

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q617585)