International Liquidity Rents

B-Tier
Journal: Review of Economic Dynamics
Year: 2019
Volume: 31
Pages: 147-159

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper proposes a simple two-country model for studying the macroeconomic implications of a shock to the liquidity of capital. In addition to its standard role as an input of production, physical capital provides some liquidity services, which act as a subsidy for investment. I consider the implications of a shock to the liquidity services from capital, calibrated to match the 2008 recession in the United States. A calibration suggests that the model can quantitatively account for the behavior of various macroeconomic aggregates during the crisis. As the US economy is an exporter of liquidity services, the increase in the liquidity premium has a moderating effect. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:18-198
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25