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Credit Cycles

Author: CaiJianBo
Tutor: GongLiuTang
School: Wuhan University
Course: Finance
Keywords: Credit Constraints Information asymmetry Impact Moral hazard Financial accelerator
CLC: F830.5
Type: Master's thesis
Year: 2005
Downloads: 210
Quote: 0
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Abstract


This article is Kiyotaki and Moore1997 was established theoretical model scalability . The work done in this article can be divided into two parts , the first part we examine the model from a macroeconomics perspective , we want to understand how macro variables under the impact of the credit constraints interact In this article , we set up a simple investment model with cash-in-advance constraint , thus the introduction of the currency , labor supply , and distribution of wealth , and other variables . The analysis found that the credit mechanism to amplify tiny instantaneous impact and delay continue , monetary shocks will total output , distribution of wealth , labor supply are very long . The second part , we examine the model from the company's financial perspective . Due to information asymmetry , as well as the deviation of the production capacity , the borrower faces the risk of moral hazard . We found that , due to the limitations of the collateral constraint , the property eventually will be concentrated to the hands of the workers with high production capacity . The economic operation there will be two equilibrium , the equilibrium value of the assets , leased interest rates , debt capacity , and the economic vitality of either are very high , either in a recession .

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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Credit
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