Confidence Cycles and Liquidity Hoarding

B-Tier
Journal: International Journal of Central Banking
Year: 2022
Volume: 18
Issue: 3
Pages: 281-320

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Market confidence has proved to be an important factor during past economic crises. In this paper, I incorporate a model of the interbank market into a DSGE model, with the volume of lending depending on market confidence. I conduct an exercise to mimic some central bank policies: provision of liquidity and reduction of the reserve rate. My results indicate that policy actions have a limited effect on the supply of credit if they fail to influence agents' expectations. A low reserve rate policy worsens recessions due to its negative impacts on bank revenues.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2022:q:3:a:7
Journal Field
Macro
Author Count
1
Added to Database
2026-01-24