Financial Frictions and Total Factor Productivity: Accounting for the Real Effects of Financial Crises

B-Tier
Journal: Review of Economic Dynamics
Year: 2012
Volume: 15
Issue: 3
Pages: 336-358

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

Financial crises in emerging economies are accompanied by a large fall in total factor productivity. We explore the role of financial frictions in exacerbating the misallocation of resources and explaining this drop in TFP. We build a two-sector model of a small open economy with a working capital constraint on the purchase of intermediate goods. The model is calibrated to Mexico before the 1995 crisis and subjected to an unexpected shock to interest rates. The financial friction generates an endogenous fall in TFP and output and can explain more than half of the fall in TFP and 74 percent of the fall in GDP per worker. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:10-192
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29