New Keynesian models, durable goods, and collateral constraints

A-Tier
Journal: Journal of Monetary Economics
Year: 2009
Volume: 56
Issue: 2
Pages: 242-254

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Econometric evidence suggests that, in response to monetary policy shocks, durable and non-durable spending co-move positively, and durable spending exhibits a much larger sensitivity to the shocks. A standard two-sector New Keynesian model with perfect financial markets is at odds with these facts. The introduction of a borrowing constraint, where durables play the role of collateral assets, helps in reconciling the model with the empirical evidence.

Technical Details

RePEc Handle
repec:eee:moneco:v:56:y:2009:i:2:p:242-254
Journal Field
Macro
Author Count
1
Added to Database
2026-01-26