Financial Intermediation, Business Failures, and Real Business Cycles.

S-Tier
Journal: Journal of Political Economy
Year: 1987
Volume: 95
Issue: 6
Pages: 1196-1216

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

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

Abstract

In this paper, a general-equilibrium business- cycle model is construct ed that, when subjected to real disturbances, mimics observed qualita tive comovements among real output, money, business failures, risk pr emia, intermediary loans, and prices. In contrast, monetary disturban ces generate cycles that have several inconsistencies with empirical evidence, thus providing support for real business-cycle theory at th e expense of monetary theories of the business cycle. Financial inter mediation arises endogenously in the model and intermediation matters for business-cycle behavior. A credit supply mechanism acts in tande m with an intertemporal substitution effect in propagating stochastic disturbances. Copyright 1987 by University of Chicago Press.

Technical Details

RePEc Handle
repec:ucp:jpolec:v:95:y:1987:i:6:p:1196-1216
Journal Field
General
Author Count
1
Added to Database
2026-01-29