Animal Spirits, Financial Markets, and Aggregate Instability

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2020
Volume: 52
Issue: 8
Pages: 2053-2083

Authors (3)

WEI DAI (not in RePEc) MARK WEDER (Aarhus Universitet) BO ZHANG (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

This paper examines whether people's animal spirits were drivers of U.S. business cycle fluctuations. In the context of an estimated macroeconomy with endogenous financial market frictions, allowing for “psychological” or nonfundamental expectational shocks improves the fit of the model and, at the posterior mode, these shocks account for well over one‐third of output fluctuations. Exogenous financial frictions are considerably less important. U.S. data favor the indeterminacy model over versions of the economy in which animal spirits cannot play a role.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:52:y:2020:i:8:p:2053-2083
Journal Field
Macro
Author Count
3
Added to Database
2026-01-29