Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 130
Issue: C
Pages: 75-79

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We introduce heterogeneity in investors’ ability to borrow from collateral in a Kiyotaki–Moore style macro model, calibrated to the quintiles of the leverage-ratio distribution of US non-financial firms. Financial amplification intensifies, because of stronger asset price reactions of highly levered investors.

Technical Details

RePEc Handle
repec:eee:ecolet:v:130:y:2015:i:c:p:75-79
Journal Field
General
Author Count
2
Added to Database
2026-01-29