Fiscal Policy and Asset Prices with Incomplete Markets

A-Tier
Journal: The Review of Financial Studies
Year: 2013
Volume: 26
Issue: 2
Pages: 531-566

Authors (3)

Francisco Gomes (not in RePEc) Alexander Michaelides (Centre for Economic Policy Res...) Valery Polkovnichenko (not in RePEc)

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

We study the simultaneous impact of fiscal policy decisions on macroeconomic activity, wealth distribution, and asset prices. We consider a general equilibrium, overlapping generations model with incomplete markets and heterogeneous agents, where government debt and capital are imperfect substitutes. Increases in public debt lead to significant increases in the riskless rate and to a reduction in the equity premium, while higher capital income tax rates lead to a higher equity premium. The crowding-out effects (on capital and output) are much higher than in models where government debt and capital are perfect substitutes, which thus ignore households' portfolio reallocation decisions. The Author 2012. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: [email protected]., Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:26:y:2013:i:2:p:531-566
Journal Field
Finance
Author Count
3
Added to Database
2026-01-26