The Effects of Macroeconomic Shocks: Household Financial Distress Matters

A-Tier
Journal: The Review of Financial Studies
Year: 2025
Volume: 38
Issue: 2
Pages: 564-604

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

When a macroeconomic shock arrives, variation in household balance sheet health (captured by the presence of financial distress, or “FD”) leads to differential access to credit and hence a distribution in consumption responses. As we document, though, over the past two recessions, households in prior FD also experienced macroeconomic shocks more intensely than others, leading to a distribution of shock severity. Quantifying the importance of each dimension of heterogeneity (FD or shock severity) for consumption requires a structural model. We find that heterogeneity in FD matters more for shaping the responses of individual and aggregate consumption to shocks.

Technical Details

RePEc Handle
repec:oup:rfinst:v:38:y:2025:i:2:p:564-604.
Journal Field
Finance
Author Count
4
Added to Database
2026-01-26