Liquidity, assets and business cycles

A-Tier
Journal: Journal of Monetary Economics
Year: 2015
Volume: 70
Issue: C
Pages: 116-132

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

The objective here is to evaluate the quantitative importance of financial frictions in business cycles. The analysis shows that a negative financial shock can cause aggregate investment, employment and consumption to fall with output. Despite this realistic comovement among macro quantities, a negative financial shock generates an equity price boom as the shock tightens firms׳ financing constraint. This counterfactual response of the equity price is robust to a wide range of variations in how financial frictions are modeled and whether financial shocks affect asset liquidity or firms׳ collateral constraints. Some possible resolutions to this puzzle are discussed.

Technical Details

RePEc Handle
repec:eee:moneco:v:70:y:2015:i:c:p:116-132
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29