Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31478 
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dc.contributor.authorSilva, Antonio Carlos Macedo een
dc.date.accessioned2010-05-14T11:08:11Z-
dc.date.available2010-05-14T11:08:11Z-
dc.date.issued2008-
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
dc.language.isoengen
dc.publisher|aLevy Economics Institute of Bard College |cAnnandale-on-Hudson, NYen
dc.relation.ispartofseries|aWorking Paper |x537en
dc.subject.jelB50en
dc.subject.jelE12en
dc.subject.ddc330en
dc.subject.keywordStock-flow Consistencyen
dc.subject.keywordMedium-run Analysesen
dc.subject.keywordPost Keynesian Macroeconomicsen
dc.titleThe Keynesian roots of stock-flow consistent macroeconomic models: peering over the edge of the short period-
dc.typeWorking Paperen
dc.identifier.ppn571725260en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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