Credit Constraints and Self-Fulfilling Business Cycles

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2014
Volume: 6
Issue: 1
Pages: 32-69

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We argue that credit constraints not only amplify fundamental shocks, they can also lead to self-fulfilling business cycles. We study a model with heterogeneous firms, in which imperfect contract enforcement implies that productive firms face binding credit constraints, with the borrowing capacity limited by expected equity value. A drop in equity value tightens credit constraints and reallocates resources from productive to unproductive firms. Such reallocation reduces aggregate productivity, further depresses equity value, generating a financial multiplier. Aggregate dynamics are isomorphic to those in a representative-agent economy with increasing returns. For sufficiently tight credit constraints, the model generates self-fulfilling business cycles.

Technical Details

RePEc Handle
repec:aea:aejmac:v:6:y:2014:i:1:p:32-69
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25