A behavioral model of the credit cycle

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2019
Volume: 166
Issue: C
Pages: 53-83

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

In a behavioral variant of a New Keynesian model, in which individuals use simple heuristic rules to forecast future inflation and output, if there are limits on the amount of debt that economic agents are allowed to bear, we observe occasionally severe downturns. Differences in beliefs combined with borrowing constraints tend to dampen expansions, but give rise to a chain reaction that exacerbates the recessions. The model is an example of endogenous credit cycles with expansions, severe recessions, and persistent inequality in the distribution of wealth. Monetary policy can both stabilize the economy and cause increased average output.

Technical Details

RePEc Handle
repec:eee:jeborg:v:166:y:2019:i:c:p:53-83
Journal Field
Theory
Author Count
3
Added to Database
2026-01-24