Credit and Saving Constraints in General Equilibrium : A Quantitative Exploration

ABSTRACT: In this paper we build an incomplete-markets model with heterogeneous households and firms to study the aggregate effects of saving constraints and credit constraints in general equilibrium. We calibrate the model using survey data from Colombia, a developing country in which informal savi...

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Detalles Bibliográficos
Autores: Granda Carvajal, Catalina, Hamann, Franz, Tamayo, Cesar E.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2019
País:Colombia
Institución:Universidad de Antioquia
Repositorio:Repositorio UdeA
Idioma:inglés
OAI Identifier:oai:bibliotecadigital.udea.edu.co:10495/32537
Acceso en línea:https://hdl.handle.net/10495/32537
Access Level:acceso abierto
Palabra clave:Ahorros
Savings
Crédito
Credit
Mercado financiero
Financial market
Inclusión financiera
Descripción
Sumario:ABSTRACT: In this paper we build an incomplete-markets model with heterogeneous households and firms to study the aggregate effects of saving constraints and credit constraints in general equilibrium. We calibrate the model using survey data from Colombia, a developing country in which informal saving and credit frictions are pervasive. Our quantitative results suggest that reducing savings costs increases selection into formal saving, but the effect on aggregate outcomes and welfare is dwarfed by that of a policy which ameliorates borrowing constraints. Such a policy improves resource allocation and increases returns to capital and labor, resulting in higher savings and welfare gains for both households and firms.