English

Velocity, Holding Time and Lifespan of Cryptocurrency in Transactions

General Economics 2024-06-25 v1 Economics

Abstract

The measurement of the velocity of money is still a significant topic. In this paper, we proposed a method to calculate the velocity of money by combining the holding-time distribution and lifespan distribution. By derivation, the velocity of money equals the holding-time distribution's value at zero. When we have much holding-time data, this problem can be converted to a regression problem. After a numeric simulation, we find that the calculating accuracy is high even if we used only a small part of the holding time data, which implies a potential application in measuring the velocity of money in reality, such as digital money. We also tested the methods on Cardano and found that the method can also provide a reasonable estimation of velocity in some cases.

Keywords

Cite

@article{arxiv.2406.16587,
  title  = {Velocity, Holding Time and Lifespan of Cryptocurrency in Transactions},
  author = {Yu Zhang and Mostafa Chegeni and Claudio Tessone},
  journal= {arXiv preprint arXiv:2406.16587},
  year   = {2024}
}