Misallocation Costs of Digging Deeper into the Central Bank Toolkit

B-Tier
Journal: Review of Economic Dynamics
Year: 2020
Volume: 38
Pages: 94-126

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Central bank large-scale asset purchases, such as the purchase of securities of nonfinancial firms, can induce a misallocation of resources through their heterogeneous effect on firm cost of capital. First, we analytically demonstrate the mechanism in a two-period model. We then evaluate the misallocation of resources induced by corporate security purchases and the associated output losses in a calibrated heterogeneous firm New Keynesian DSGE model. The calibrated model suggests misallocation effects from corporate security purchases can be large enough to make them less effective in increasing output than government bond buys. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:18-45
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25