Asymmetric information, financial intermediation, and business cycles

B-Tier
Journal: Economic Theory
Year: 1998
Volume: 12
Issue: 3
Pages: 599-620

Authors (2)

Kwanghee Nam (not in RePEc) Thomas F. Cooley

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

Abstract

This incorporates a debt contracting problem with asymmetric information into a standard monetary business cycle model. The model incorporates a limited participation assumption in order to induce a liquidity effect of monetary shocks and propagate monetary disturbances. The model economy shows that a positive money supply shock generates a decrease in nominal interest rates and an increase in output level. Asymmetric information amplifies the response of capital to the money supply shock, but does not propagate them in other ways. When the monetary shock is an innovation in reserve requirements, it induces a persistent response of the economy.

Technical Details

RePEc Handle
repec:spr:joecth:v:12:y:1998:i:3:p:599-620
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25