A theory of progressive lending

B-Tier
Journal: Games and Economic Behavior
Year: 2023
Volume: 137
Issue: C
Pages: 211-227

Authors (2)

Dasgupta, Dyotona (not in RePEc) Mookherjee, Dilip (Boston University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We characterize Pareto efficient long term ‘relational’ lending contracts with one-sided lender commitment in a context where the borrower can accumulate wealth, has intertemporal consumption smoothing preferences, and the lender has some sanctioning power following default. We show the negative results of Bulow and Rogoff (1989) do not apply irrespective of the extent of sanctions, the borrower's preferences for smoothing, initial wealth or relative welfare weight. Borrowing, investment and wealth grow and converge to the first-best. Optimal allocations can be implemented by backloaded ‘progressive’ lending: a sequence of one period loans of growing size.

Technical Details

RePEc Handle
repec:eee:gamebe:v:137:y:2023:i:c:p:211-227
Journal Field
Theory
Author Count
2
Added to Database
2026-01-26