SUNSPOTS AND CREDIT FRICTIONS

DOI10.1017/S1365100511000836zbMath1284.91330OpenAlexW2133814686MaRDI QIDQ5411527

Sharon G. Harrison, Mark Weder

Publication date: 23 April 2014

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100511000836

zbMATH Keywords

business cyclessunspotscollateral constraintcredit markets

Mathematics Subject Classification ID

General equilibrium theory (91B50) Credit risk (91G40) Economic dynamics (91B55)

Related Items (1)

Do credit market imperfections justify a central bank's response to asset price fluctuations?

Cites Work

• Income effects and indeterminacy in a calibrated one-sector growth model
• Capacity utilization under increasing returns to scale
• Real business cycles and the animal spirits hypothesis
• Firm dynamics and markup variations: Implications for sunspot equilibria and endogenous economic fluctuations
• Micro and macro elasticities in a life cycle model with taxes
• Consumption Over the Life Cycle

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