Financial frictions in macroeconomics

B-Tier
Journal: Journal of International Money and Finance
Year: 2022
Volume: 122
Issue: C

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

Abstract

I review two examples that show how the nature of the financial system can play a central role in shaping the behavior of the aggregate economy. In the first example, variations over time in the cross-sectional dispersion of a productivity shock, which would have no aggregate effect in a frictionless model, produce effects that look like business cycles because of the nature of financial (and nominal) frictions. The second example suggests how a shock originating outside the financial system, which ordinarily might not be expected to have a large aggregate effect, can lead to a systemic banking collapse. The relevance of the examples to the US economy is discussed.

Technical Details

RePEc Handle
repec:eee:jimfin:v:122:y:2022:i:c:s0261560621001807
Journal Field
International
Author Count
1
Added to Database
2026-01-25