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Under What Conditions Do the Poor Hold Cash in Pairwise-Trade Models?

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Most existing pairwise-trade models of money predict that the poor may not hold any money in the presence of interest-bearing liquid assets. We resolve this seemingly implausible prediction by incorporating cash and interestbearing checking account into a standard search-theoretic model. If the transaction cost of a debit card is neither too small nor too large, there is a coexistence equilibrium in which the poor hold cash for their small transactions, whereas the rich hold interest-bearing deposits and use a debit card for their large transactions.

Abstract

1. INTRODUCTION

2. MODEL

3. STEADY STATE

4. PORTFOLIO CHOICES OF HETEROGENEOUS AGENTS

5. NUMERICAL EXAMPLE

6. CONCLUDING REMARKS

APPENDIX: PROOFS

REFERENCES

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