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Monetary uncertainty in discrete-time utility-of-money models

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  • Rankin, Neil

Abstract

In a discrete-time model, higher variability of the future money supply affects current macroeconomic variables when beginning-of-period money is the argument of utility, but not when end-of-period money is. The effect is through the existence of a precautionary money demand
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Suggested Citation

  • Rankin, Neil, 1994. "Monetary uncertainty in discrete-time utility-of-money models," Economics Letters, Elsevier, vol. 44(1-2), pages 127-132.
    • Handle: RePEc:eee:ecolet:v:44:y:1994:i:1-2:p:127-132
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    Cited by:

    1. Rankin, Neil, 1998. "Nominal rigidity and monetary uncertainty," European Economic Review, Elsevier, vol. 42(1), pages 185-199, January.
    2. Rankin, Neil, 1998. "Nominal rigidity and monetary uncertainty in a small open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 679-702, May.
    3. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2019. "Kinks and Gains from Credit Cycles," CEPR Discussion Papers 13795, C.E.P.R. Discussion Papers.
    4. The Pham, 2011. "Growth, volatility and stabilisation policy in a DSGE model with nominal rigidities and learning-by-doing," International Economics and Economic Policy, Springer, vol. 8(3), pages 307-322, September.

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