Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/31478
Full metadata record
DC FieldValueLanguage
dc.contributor.authorSilva, Antonio Carlos Macedo een_US
dc.date.accessioned2010-05-14T11:08:11Z-
dc.date.available2010-05-14T11:08:11Z-
dc.date.issued2008en_US
dc.identifier.urihttp://hdl.handle.net/10419/31478-
dc.description.abstractThis paper argues that institutionally rich stock-flow consistent modelsthat is, models in which economic agents are identified with the main social categories/institutional sectors of actual capitalist economies, the short period behavior of these agents is thoroughly described, and the period by period” balance sheet dynamics implied by the latter is consistently modeledare (1) perfectly compatible with John Maynard Keynes’s theoretical views, (2) the ideal tool for rigorous post-Keynesian analyses of the medium run, and (3) therefore crucial to the consolidation of the broad post-Keynesian research program.en_US
dc.language.isoengen_US
dc.publisher|aLevy Economics Institute of Bard College |cAnnandale-on-Hudson, NYen_US
dc.relation.ispartofseries|aWorking papers // The Levy Economics Institute |x537en_US
dc.subject.jelB50en_US
dc.subject.jelE12en_US
dc.subject.ddc330en_US
dc.subject.keywordStock-flow Consistencyen_US
dc.subject.keywordMedium-run Analysesen_US
dc.subject.keywordPost Keynesian Macroeconomicsen_US
dc.titleThe Keynesian roots of stock-flow consistent macroeconomic models: peering over the edge of the short perioden_US
dc.type|aWorking Paperen_US
dc.identifier.ppn571725260en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

Files in This Item:
File
Size
749.69 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.