Asset Prices and Interest Rates in Cash-In-Advance Models
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This paper develops a method to solve and simulate cash-in-advance models of money and asset prices. The models are calibrated to US data spanning the period from 1890 to 1987 and are used to study some empirical regularities observed in the US data over this period. The phenomena which are the
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美国国家经济研究局创建时间：
1989-09-01
