The Dynamics of the Wealth Distribution and the Interest Rate with Credit Rationing

S-Tier
Journal: Review of Economic Studies
Year: 1997
Volume: 64
Issue: 2
Pages: 173-189

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

With decreasing returns and first-best credit, the long-run interest rate and aggregate output are uniquely determined, and wealth dispersion among individuals or firms is irrelevant. Introducing credit rationing into the Solow model modifies these conclusions. Multiple stationary interest rates and wealth distributions can exist because higher initial rates can be self-reinforcing through higher credit rationing and lower capital accumulation. The wealth accumulation process is ergodic in every steady state, but wealth mobility is lower with higher steady-state interest rates. Aggregate output is higher in steady states with lower interest rates because credit is better allocated. Short-run interest rate or distribution shocks can be self-sustaining and can have long-run effects on output through the induced dynamics of the wealth distribution and credit rationing.

Technical Details

RePEc Handle
repec:oup:restud:v:64:y:1997:i:2:p:173-189.
Journal Field
General
Author Count
1
Added to Database
2026-01-29