Capital flows under moral hazard

A-Tier
Journal: Journal of Monetary Economics
Year: 2013
Volume: 60
Issue: 1
Pages: 92-108

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

I analyze a model with moral hazard and limited enforcement in a small open economy. I find that when state contingent contracting is allowed adding the moral hazard friction improves the model's predictions along several dimensions. First, it justifies why non-contingent debt is an optimal way to finance an emerging economy. Second, it explains the limited consumption risk-sharing and high, volatile and counter-cyclical interest rates. Third, it generates realistic crisis-like dynamics in which capital inflows are brought to a halt and interest rates sky-rocket. The model also has a strong internal propagation mechanism.

Technical Details

RePEc Handle
repec:eee:moneco:v:60:y:2013:i:1:p:92-108
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29