Creditworthiness and thresholds in a credit market model with multiple equilibria

B-Tier
Journal: Economic Theory
Year: 2005
Volume: 25
Issue: 2
Pages: 287-315

Authors (3)

Lars Grüne (not in RePEc) Willi Semmler (The New School) Malte Sieveking (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

The paper studies creditworthiness in a model with endogenous credit cost and debt constraints. Such a model can give rise to multiple candidates for steady state equilibria. We use new analytical techniques such as dynamic programming (DP) with flexible grid size to find solutions and to locate thresholds that separate different domains of attraction. More specifically, we (1) compute present value borrowing constraints and thus creditworthiness, (2) locate thresholds where the dynamics separate to different domains of attraction, (3) show jumps in the decision variable, (4) distinguish between optimal and non-optimal steady states, (5) demonstrate how creditworthiness and thresholds change with change of the credit cost function of the debtor and (6) explore the impact of debt ceilings and consumption paths on creditworthiness. Copyright Springer-Verlag Berlin/Heidelberg 2005

Technical Details

RePEc Handle
repec:spr:joecth:v:25:y:2005:i:2:p:287-315
Journal Field
Theory
Author Count
3
Added to Database
2026-01-29