The Financial Accelerator and the Optimal State-Dependent Contract

B-Tier
Journal: Review of Economic Dynamics
Year: 2017
Volume: 24
Pages: 43-65

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

In the financial accelerator literature pioneered by Bernanke, Gertler and Gilchrist (1999) entrepreneurs are myopic and risk-neutral, and loans have a predetermined rate of return by assumption. We relax these assumptions and derive the optimal state-dependent loan contract for forward-looking risk-averse entrepreneurs. We show that financial frictions deliver less amplification under the optimal state-dependent contract. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:15-282
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25