Anticipated Banking Panics

S-Tier
Journal: American Economic Review
Year: 2016
Volume: 106
Issue: 5
Pages: 554-59

Authors (3)

Mark Gertler (New York University (NYU)) Nobuhiro Kiyotaki (not in RePEc) Andrea Prestipino (not in RePEc)

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

We develop a macroeconomic model with banking instability. Sunspot runs can arise that are harmful to the economy. However, whether a run equilibrium exists depends on fundamentals. In contrast to earlier work, the probability of a sunspot run is the outcome of rational forecast based on fundamentals. The model captures the movement from slow to fast runs that was a feature of the Great Recession: A weakening of banks' balance sheets increases the probability of a run, leading depositors to withdraw funds from banks. These slow runs have harmful effects on the economy and set the stage for fast runs.

Technical Details

RePEc Handle
repec:aea:aecrev:v:106:y:2016:i:5:p:554-59
Journal Field
General
Author Count
3
Added to Database
2026-01-25