Frictional capital reallocation I: Ex ante heterogeneity

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2018
Volume: 89
Issue: C
Pages: 100-116

Authors (3)

Wright, Randall (University of Wisconsin-Madiso...) Xiao, Sylvia Xiaolin (not in RePEc) Zhu, Yu (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

We study dynamic general equilibrium models where capital is traded in frictional markets featuring liquidity considerations. Gains from trade arise from ex ante heterogeneity: some firms are better at investment, so they build capital in the primary market, while others acquire it in the secondary market. We consider specifications with random search and bargaining, as well as those with directed search and posting, and provide strong results for both on existence, uniqueness, efficiency and comparative statics. Monetary and fiscal policy are discussed in detail. Among other advantages, the framework is tractable enough to analyze using simple diagrams.

Technical Details

RePEc Handle
repec:eee:dyncon:v:89:y:2018:i:c:p:100-116
Journal Field
Macro
Author Count
3
Added to Database
2026-01-29