Optimal Contracts, Aggregate Risk, and the Financial Accelerator

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2016
Volume: 8
Issue: 1
Pages: 119-47

Authors (3)

Charles T. Carlstrom Timothy S. Fuerst Matthias Paustian (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

This paper derives the optimal lending contract in the financial accelerator model of Bernanke, Gertler, and Gilchrist (1999), henceforth, BGG. The optimal contract includes indexation to the aggregate return on capital, household consumption, and the return to internal funds. This triple indexation results in a dampening of fluctuations in leverage and the risk premium. Hence, compared with the contract originally imposed by BGG, the privately optimal contract implies essentially no financial accelerator. (JEL D11, D81, D86, D92, E13, G31, L26)

Technical Details

RePEc Handle
repec:aea:aejmac:v:8:y:2016:i:1:p:119-47
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25