Liquidity provision, interest rates, and unemployment

A-Tier
Journal: Journal of Monetary Economics
Year: 2014
Volume: 65
Issue: C
Pages: 80-101

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

The effective liquidity supply of the economy—the weighted-sum of all assets that serve as media of exchange—matters for interest rates and unemployment. We formalize this idea by adding an over-the-counter market with collateralized trades to the Mortensen–Pissarides model. An increase in public liquidity through a higher supply of real government bonds raises the real interest rate, crowding out private liquidity and increasing unemployment. If unemployment is inefficiently high, keeping liquidity scarce can be socially optimal. A liquidity crisis affecting the acceptability of private assets as collateral widens the rate-of-return difference between private and public liquidity, also increasing unemployment.

Technical Details

RePEc Handle
repec:eee:moneco:v:65:y:2014:i:c:p:80-101
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29