Estimating contract indexation in a Financial Accelerator Model

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2014
Volume: 46
Issue: C
Pages: 130-149

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

This paper addresses the positive implications of indexing risky debt to observable aggregate conditions. These issues are pursued within the context of the celebrated financial accelerator model of Bernanke et al. (1999). The principal conclusions include: (1) the estimated level of indexation is significant, (2) the business cycle properties of the model are significantly affected by this degree of indexation, (3) the importance of investment shocks in the business cycle depends upon the estimated level of indexation, and (4) although the data prefers the financial model with indexation over the frictionless model, they have remarkably similar business cycle properties for non-financial exogenous shocks.

Technical Details

RePEc Handle
repec:eee:dyncon:v:46:y:2014:i:c:p:130-149
Journal Field
Macro
Author Count
4
Added to Database
2026-01-25