Endogenous Liquidity and Capital Reallocation

S-Tier
Journal: Journal of Political Economy
Year: 2025
Volume: 133
Issue: 1
Pages: 146 - 189

Authors (3)

Wei Cui (University College London (UCL...) Randall Wright (not in RePEc) Yu Zhu (not in RePEc)

Score contribution per author:

2.691 = (α=2.02 / 3 authors) × 4.0x S-tier

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

Abstract

This paper studies economies where firms acquire capital in primary markets and then, after idiosyncratic productivity shocks, retrade it in secondary markets that incorporate bilateral trade with search, bargaining, and liquidity frictions. We distinguish between full or partial sales (one firm gets all or some of the other’s capital) and document several long- and short-run empirical patterns between these variables and the cost of liquidity, as measured by inflation. Quantitatively, the model can match these patterns plus the standard business cycle facts. We also investigate the impact of search frictions, monetary and fiscal policy, persistence in shocks, and returns to scale.

Technical Details

RePEc Handle
repec:ucp:jpolec:doi:10.1086/732522
Journal Field
General
Author Count
3
Added to Database
2026-01-25