Financial Frictions, Investment Delay, and Asset Market Interventions

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2015
Volume: 47
Issue: S2
Pages: 155-196

Authors (2)

SHOUYONG SHI (Queen's University) CHRISTINE TEWFIK (not in RePEc)

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

We construct a dynamic macro model to incorporate financial frictions and investment delay. Investment is undertaken by entrepreneurs who face liquidity frictions in the equity market and a collateral constraint in the debt market. After calibrating the model to the U.S. data, we quantitatively examine how aggregate activity is affected by a shock to equity liquidity and a shock to entrepreneurs' borrowing capacity. We then analyze the effectiveness of government interventions in the asset market after such financial shocks. In particular, we compare the effects of government purchases of private equity and of private debt in the open market. In addition, we examine how these effects of government interventions depend on the option to delay investment.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:47:y:2015:i:s2:p:155-196
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29