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Intertemporal substitution and the liquidity effect in a sticky price model

05/10/1999

Intertemporal substitution and the liquidity effect in a sticky price model

Series: Working Papers. 9919.

Author: J. Andrés , David López-Salido and J. Vallés

Quantitative methods

  • Interest rates
  • Consumption and saving
  • Non-financial corporations, businesses

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Intertemporal substitution and the liquidity effect in a sticky price model (1 MB)
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