The perils of credit booms

B-Tier
Journal: Economic Theory
Year: 2018
Volume: 66
Issue: 4
Pages: 819-861

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Abstract We present a dynamic general equilibrium model of production economies with adverse selection in the financial market to study the interaction between funding liquidity and market liquidity and its impact on business cycles. Entrepreneurs can take on short-term collateralized debt and trade long-term assets to finance investment. Funding liquidity can erode market liquidity. High funding liquidity discourages firms from selling their good long-term assets since these good assets have to subsidize lemons when there is information asymmetry. This can cause a liquidity dry-up in the market for long-term assets and even a market breakdown, resulting in a financial crisis. Multiple equilibria can coexist. Credit booms combined with changes in beliefs can cause equilibrium regime shifts, leading to an economic crisis or expansion.

Technical Details

RePEc Handle
repec:spr:joecth:v:66:y:2018:i:4:d:10.1007_s00199-017-1076-6
Journal Field
Theory
Author Count
3
Added to Database
2026-01-26