Welfare implications of the transition to high household debt

A-Tier
Journal: Journal of Monetary Economics
Year: 2009
Volume: 56
Issue: 1
Pages: 1-16

Authors (2)

Campbell, Jeffrey R. (not in RePEc) Hercowitz, Zvi (Tel Aviv University)

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

Aggressive deregulation of the mortgage market in the early 1980s triggered innovations that greatly reduced indebted households' required home equity, and a borrowing surge followed. This paper uses a calibrated general equilibrium model of lending from the wealthy to the middle class to evaluate the welfare effects of this reform quantitatively. We find that the "indirect" effects of endogenous interest rate and other relative price changes dominate the "direct" effect of relaxing the constraint. The borrowing household's welfare falls even though the reform directly relaxes a constraint on its trade. The saving household's welfare rises substantially.

Technical Details

RePEc Handle
repec:eee:moneco:v:56:y:2009:i:1:p:1-16
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25