Demand for Money
Brazilian inflation

In modern market economies people hold money to facilitate private transactions and because governments force them to do so by enforcing the `legal tender' rule in their dealings with private agents, such as tax payments. In Discussion Paper No. 726, Programme Director Alberto Giovannini and Bart Turtelboom develop a model in which only tax payments are subject to this cash requirement. A representative private agent uses monetary transfers from the central bank and government, and income from assets (shares in productive capital, government bonds and money) to trade in the goods and assets markets and pays taxes at the end of the period. The government finances its lump-sum payments with lump-sum taxes and a one-period bond. Giovannini and Turtelboom maintain that their model will perform best in countries in which tax payments account for the bulk of cash disbursements, or more precisely where the private velocity of circulation is much higher than that of money used in government transactions, e.g. a high-inflation country, in which agents will reduce their money holdings to the bare minimum.

They use Brazilian data for the empirical part of their paper to assess their model's performance before and during high inflation and find that it explains the variability of velocity during 1975-90 much better than the Lucas cash-in-advance model. The correlation between actual and simulated velocity reached 83% during 1987-90 but their model was less successful in tracking observed consumption velocity during 1975-86. Giovannini and Turtelboom argue that imposing the cash-in-advance constraint for government transactions fills a theoretical vacuum in the standard model, so their approach sheds light on the behaviour of money demand, especially in relation to inflation.

A Simple Model of Money and Taxes and an Illustration with Brazilian Data
Alberto Giovannini and Bart Turtelboom

Discussion Paper No. 726, October 1992 (IM)