A Model of Moral-Hazard Credit Cycles

S-Tier
Journal: Journal of Political Economy
Year: 2012
Volume: 120
Issue: 5
Pages: 847 - 878

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

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

Abstract

This paper considers a simple model of credit cycles driven by moral hazard in financial intermediation. Financial agents or bankers must earn moral-hazard rents, but the cost of these rents can be efficiently spread over an agent's entire career by promising large late-career rewards if the agent has a consistently successful record. Dynamic interactions among different generations of financial agents can create credit cycles with repeated booms and recessions. In recessions, a scarcity of trusted financial intermediaries limits investment and reduces employment. Under such conditions, taxing workers to subsidize bankers may increase employment enough to make the workers better off.

Technical Details

RePEc Handle
repec:ucp:jpolec:doi:10.1086/668839
Journal Field
General
Author Count
1
Added to Database
2026-01-26