Economic crisis and the financial system amplification effect

A well informed and cautious financial system can improves the welfare outcome of an economy by driving lenders surplus to borrow-ers. Nevertheless in a crisis situation the financial system cautious behavior can become a crisis amplifier given that the credit approval conditions are hardly meet, so...

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Detalles Bibliográficos
Autor: Arango Isaza, Mauricio
Tipo de recurso: tesis de maestría
Estado:Versión aceptada para publicación
Fecha de publicación:2012
País:Colombia
Institución:Universidad del Rosario
Repositorio:Repositorio EdocUR - U. Rosario
Idioma:español
OAI Identifier:oai:repository.urosario.edu.co:10336/4141
Acceso en línea:https://doi.org/10.48713/10336_4141
http://repository.urosario.edu.co/handle/10336/4141
Access Level:acceso abierto
Palabra clave:Crisis financiera
Sistema financiero::Modelos Econométricos
Equilibrio (Economía)::Modelos Econométricos
Descripción
Sumario:A well informed and cautious financial system can improves the welfare outcome of an economy by driving lenders surplus to borrow-ers. Nevertheless in a crisis situation the financial system cautious behavior can become a crisis amplifier given that the credit approval conditions are hardly meet, so there could be a credit crunch even in a low interest rates environment. This paper illustrates the previous by developing a general equilibrium model where the collateral credit condition defines the prudential behavior of the financial sys-tem. This and some other conditions amplify the magnitude of a negative productivity shock.