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Optimal Money Holding under Uncertainty

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1057/9781137024381_1openalex-snapshot
The Optimality of (S,s) Policies in the Dynamic Inventory Problem
inferredcites →https://doi.org/10.2307/1882104openalex-snapshot
The Transactions Demand for Cash: An Inventory Theoretic Approach
inferredcites →https://doi.org/10.2307/1925776openalex-snapshot
The Interest-Elasticity of Transactions Demand For Cash

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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A Model of Demand for Cash and Deposits
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Stochastic Cash Flow Management Models: A Literature Review Since the 1980s
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The Asymptotic Behavior of the Optimal Cash Holding Strategy Under a Class of Utility Functions
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Modeling the demand for narrow money in the United Kingdom and the United States
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Money demand, expectations, and the forward-looking model
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Buffer stocks, credit, and aggregation effects in the demand for broad money: Theory and an application to the U.K. personal sector
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Relaxing the cash-in-advance constraint at a fixed cost Are simple trigger-target portfolio rules optimal?
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Cash remains top-of-wallet! International evidence from payment diaries
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Forecasting a monetary aggregate under instability: Argentina after 2001
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Relaxing the cash-in-advance constraint at a fixed cost
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Cash management in a randomly varying environment
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Dynamic Econometrics
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Copyright Page
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Dedication
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Epigraph
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Figures
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Tables
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Preface
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Introduction
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Econometric Concepts
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Econometric Tools and Techniques
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Dynamics and Interdependence
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Exogeneity and Causality
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Interpreting Linear Models
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A Typology of Linear Dynamic Equations
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Dynamic Systems
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The Theory of Reduction
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Likelihood
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Simultaneous Equations Systems
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Measurement Problems in Econometrics
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Testing and Evaluation
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Encompassing
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Modelling Issues
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Econometrics in Action
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Matrix Algebra
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Probability and Distributions
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Statistical Theory
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Asymptotic Distribution Theory
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Numerical Optimization Methods
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Macro‐Econometric Models
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THE ENCOMPASSING IMPLICATIONS OF FEEDBACK VERSUS FEEDFORWARD MECHANISMS IN ECONOMETRICS *
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Inference in Cointegrating Models: UK M1 Revisited
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INSTABILITY OF THE U.S. MONEY DEMAND FUNCTION
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CREDIT FLOWS AND THE MONEY SUPPLY*
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Políticas de gerenciamento de caixa: uma abordagem por modelos computacionais evolutivos
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Buffer Stock Models of the Monetary Sector
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Cash Is Alive: How Economists Explain Holding and Use of Cash
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Otimização do saldo de caixa com algoritmos genéticos: um estudo relacionando cruzamento e mutação no modelo de Miller e Orr
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Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
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An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz
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The Management of Near-Money in the Miller-Orr Model Is Not Optimal
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Optimal Money Holding Under Uncertainty: Reply
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Homogeneity and the Transactions Demand for Money
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Research Reviews of Stability of Broad Money Demand
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A nonlinear specification of demand for narrow money in Colombia
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Cash management and payment choices : a simulation model with international comparisons
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Economic Policy Uncertainty and Firm Value: Impact of Investment Sentiments in Energy and Petroleum
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10 Mexico’s Monetary Policy Framework Under a Floating Exchange Rate Regime
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Maximizing the Value of the Origin Through Cash Management According to Baumel's Model to Face the Corona Pandemic: An Analytical Study of a Sample of the Industrial Sector Companies Listed on the Iraqi Stock Exchange
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The optimal cash holding models for stochastic cash management of continuous time
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Cash balance management: A comparison between genetic algorithms and particle swarm optimization
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Cash Management Policies by Evolutionary Models: a Comparison Using the Miller-Orr Model
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Broad Money Demand and Financial Liberalization in Greece
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Survey of Literature on Demand for Money
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