On the amplification role of collateral constraints

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 2
Pages: 429-435

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This letter explores the role of costly liquidation of the collateralized asset in a stochastic version of the Kiyotaki and Moore (1997) model. We document that the degree of inefficiency in the debt enforcement procedure plays a key role in the endogenous amplification of productivity shocks generated by collateral constraints.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:2:p:429-435
Journal Field
General
Author Count
1
Added to Database
2026-01-26