Quantifying Borrowing Constraints and Precautionary Savings

B-Tier
Journal: Review of Economic Dynamics
Year: 2006
Volume: 9
Issue: 2
Pages: 353-363

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper quantifies the effects of precautionary savings. It demonstrates that Zeldes' estimate (1989) of excess consumption growth for low asset holders is consistent with a dynamic general equilibrium model with uninsurable endowment shocks when borrowing is constrained at three months' worth of average wage income. I propose a Monte Carlo simulation of the stationary equilibrium as a method of indirectly testing the hypotheses of a no-borrowing specification and a natural debt limit specification. At the estimated borrowing constraint, an increase in endowment shocks within the range of empirical findings can cause a 1.6% increase in the savings rate and a 6.9% increase in capital. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:v:9:y:2006:i:2:p:353-363
Journal Field
Macro
Author Count
1
Added to Database
2026-01-26