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Firm Volatility and Credit : A Macroeconomic Analysis/ Leo Kaas .
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View online- Format:
- Datafile
- Series:
- ICPSR (Series) ; 25062.
- ICPSR ; 25062
- Language:
- English
- Physical Description:
- 1 online resource.
- Edition:
- 2009-03-11.
- Place of Publication:
- Ann Arbor, Mich. : Inter-university Consortium for Political and Social Research [distributor], 2009.
- System Details:
- data file
- Summary:
- This paper examines a tractable real business cycle model with idiosyncratic productivity shocks and binding credit constraints on entrepreneurs. The model shows how firm volatility increases in combination with credit market development. It further generates the observed co-movement of credit and firm volatility with output at business cycle frequencies in response to aggregate productivity shocks. Cf.: http://doi.org/10.3886/ICPSR25062.v1
- Notes:
- Title from ICPSR DDI metadata of 2015-01-05.
- Access Restriction:
- Restricted for use by site license.
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