The Business Cycle Implications of Banks' Maturity Transformation

B-Tier
Journal: Review of Economic Dynamics
Year: 2013
Volume: 16
Issue: 4
Pages: 581-600

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

This paper develops an RBC model where banks use short-term deposits to provide firms with long-term credit. The demand for long-term credit arises because firms borrow in order to finance their capital stock which they only adjust at infrequent intervals. We show that maturity transformation in the banking sector dampens the consumption and investment response to a technology shock. Our model also implies that the average deposit rate is less persistent than the average long-term loan rate, which we show is in line with corporate interest rate data in the US. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:11-169
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24