Real Propagation of Monetary Shocks: Dynamic Complementarities and Capital Utilization

DOI10.1017/S1365100599012043MaRDI QIDQ4934752zbMATH OpenOpenAlexFDO

Authors

Publication date 1999

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100599012043

zbMATH Keywords

propagationcapital utilizationliquidity effectintertemporal externalities

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62)

Recommendations

• The role of bank capital in the propagation of shocks
• Efficient propagation of shocks and the optimal return on money
• Search for a monetary propagation mechanism
• On the transmission mechanism of monetary policy
• Financial frictions, capital reallocation, and aggregate fluctuations

Cited in

(3)

• Efficient propagation of shocks and the optimal return on money
• Responses in output to monetary shocks and the interest rate: A rational expectations model with working capital
• Reallocation shocks, persistence and nominal rigidities

This page was built for publication: Real Propagation of Monetary Shocks: Dynamic Complementarities and Capital Utilization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4934752)