Would a Bagehot style corporate bond backstop have helped counter the Great Recession?

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 119
Issue: 3
Pages: 351-353

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

In 2008, US corporate bond spreads almost reached Great Depression levels. The Fed was a lender of last resort in commercial paper, but not corporate bonds. The Fed’s FRB/US macroeconomic model is used to simulate the effects of the Fed successfully capping the BBB-10 year Treasury spread at 100 basis points above the 1970–2006 average spread. The simulations suggest that real GDP might have been one percentage point higher and the unemployment rate one-half percentage point lower.

Technical Details

RePEc Handle
repec:eee:ecolet:v:119:y:2013:i:3:p:351-353
Journal Field
General
Author Count
2
Added to Database
2026-01-25