Asset bubbles, economic growth, and a self-fulfilling financial crisis

A-Tier
Journal: Journal of Monetary Economics
Year: 2016
Volume: 82
Issue: C
Pages: 70-84

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

A tractable model in which asset bubbles can exist in spite of infinitely lived agents is presented. An intrinsically useless asset has a positive value and raises welfare because it helps investors with idiosyncratic productivity to obtain more credit in imperfect financial markets. However, the bubbly equilibrium is only the second best. Moreover, bubbles may burst, and this leads to recessions. The model׳s analytical solution allows for the study of many policies. We find that a policy of purchasing the asset avoids financial crises but nevertheless results in the second-best outcome. A policy that taxes depositors and subsidizes investors both prevents crashes and achieves the first-best outcome.

Technical Details

RePEc Handle
repec:eee:moneco:v:82:y:2016:i:c:p:70-84
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25