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Financial Frictions and the Persistence of History

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Author Info
Francisco J. Buera
Yongseok Shin () (Economics University of Wisconsin)
Abstract

How do movements in the distribution of income and wealth affect the macroeconomy? We create two economies where the only difference between them lies in the initial distribution of economic resources and the degree of frictions in financial markets. Generally, these economies eventually reach the same (or very similar) stationary equilibria in terms of aggregate variables--e.g. capital stock and output. In this sense, financial frictions and wealth distribution have little macroeconomic impact on the stationary equilibria. Here we map out the entire transition dynamics and answer the following questions: (i) Do financial frictions slow down the economy's progression toward the stationary equilibria? (ii) Does inequality affect the speed of convergence to the stationary equilibria? and (iii) If economic resources are initially misallocated (e.g. entrepreneurs not having any resources), is the speed of convergence to the stationary equilibria significantly lower? We find that financial frictions and initial wealth distribution have significant and persistent effects on the transitional dynamics of the aggregate variables

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Publisher Info
Paper provided by Society for Economic Dynamics in its series 2006 Meeting Papers with number 792.

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Date of creation: 03 Dec 2006
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Handle: RePEc:red:sed006:792

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Postal: Society for Economic Dynamics Anne Stubing CV Starr Center for Applied Economics 269 Mercer Street, Room 303 New York University New York, NY 10003
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Related research
Keywords: Financial frictions transition dynamics

Find related papers by JEL classification:
O11 - Economic Development, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
O16 - Economic Development, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment

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This page was last updated on 2008-11-20.


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