Mortgage Design and Slow Recoveries: The Role of Recourse and Default

S-Tier
Journal: Review of Economic Studies
Year: 2024
Volume: 91
Issue: 2
Pages: 1039-1084

Authors (2)

Pedro Gete (Universidad IE) Franco Zecchetto (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

We show that mortgage recourse systems, by discouraging default, magnify the impact of nominal rigidities. They cause deeper and more persistent recessions. This mechanism can account for up to 31% of the recovery gap during the Great Recession between the U.S., mostly a non-recourse economy, and Spain, a recourse economy. General equilibrium effects explain most of the differences between mortgage systems. With recourse, highly indebted homeowners dramatically cut consumption in a crisis, and account for a larger share of the aggregate consumption decline. However, without recourse, mortgages would be more expensive for riskier households, and homeownership rates would be lower.

Technical Details

RePEc Handle
repec:oup:restud:v:91:y:2024:i:2:p:1039-1084.
Journal Field
General
Author Count
2
Added to Database
2026-01-25