Asset bubbles, collateral, and policy analysis

A-Tier
Journal: Journal of Monetary Economics
Year: 2015
Volume: 76
Issue: S
Pages: S57-S70

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

This paper provides a theory of credit-driven asset bubbles in an infinite-horizon production economy. Entrepreneurs face idiosyncratic investment distortions and credit constraints. An intrinsically useless asset such as land serves as collateral for borrowing. A land bubble can form because land commands a liquidity premium. The land bubble can provide liquidity and relax credit constraints, but can also generate inefficient overinvestment. Its net effect is to reduce welfare. Property taxes, Tobin's taxes, macroprudential policy, and credit policy can prevent the formation of a land bubble.

Technical Details

RePEc Handle
repec:eee:moneco:v:76:y:2015:i:s:p:s57-s70
Journal Field
Macro
Author Count
3
Added to Database
2026-01-26