Financial constraints, endogenous markups, and self-fulfilling equilibria

A-Tier
Journal: Journal of Monetary Economics
Year: 2013
Volume: 60
Issue: 7
Pages: 789-805

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Self-fulfilling equilibria and indeterminacy can easily arise in a simple financial accelerator model with reasonable parameter calibrations and without increasing returns in production. A key feature for generating indeterminacy in our model is the countercyclical markup due to the procyclical loan-to-output ratio. We illustrate, via simulations, that our financial accelerator model can generate rich business cycle dynamics, including hump-shaped output in response to demand shocks as well as autocorrelation in output growth rates.

Technical Details

RePEc Handle
repec:eee:moneco:v:60:y:2013:i:7:p:789-805
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24