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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Bibliographic Details
Author: Arango Isaza, Mauricio
Format: master thesis
Status:Versión aceptada para publicación
Publication Date:2012
Country:Colombia
Institution:Universidad del Rosario
Repository:Repositorio EdocUR - U. Rosario
Language:Spanish
OAI Identifier:oai:repository.urosario.edu.co:10336/4141
Online Access:https://doi.org/10.48713/10336_4141
http://repository.urosario.edu.co/handle/10336/4141
Access Level:Open access
Keyword:Crisis financiera
Sistema financiero::Modelos Econométricos
Equilibrio (Economía)::Modelos Econométricos
Description
Summary: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.