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Liquidity Constraints And Incentive Contracts

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Author Info
Lehnert, Andreas
Ligon, Ethan
Townsend, Robert M.

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Abstract

Are firms and households constrained in the use of aproductive input? Theoretical approaches to this question range from exogenously imposed credit allocation rules to endogenous market failures stemming from some sort of limited-commitment or moral-hazard problem. However, when testing for constraints, researchers often simply ask firms or households if they would wish to borrow more at the current interest rate and or test for suboptimal use of inputs in production functions relative to a full-information, full-commitment benchmark. We demonstrate that if credit is part of a much larger information-constrained (or limited-commitment) incentive scheme, then input use may very well be distorted away from the first-best. Further, households and firms, in certain well-defined circumstances, may, at the true interest rate or opportunity cost of credit, desire to borrow more (or less) than the assigned level of credit. In other, more constrained, contractual regimes, firms and households would say that they do not want to borrow more (or less), but these regimes are decidedly suboptimal, although the magnitude of the loss does depend on parameter values. We conclude with empirical methods that, in principle, could allow researchers armed with enough data to estimate parameters and distinguish regimes. Researchers then could see if firms and households are truly constrained and, if so, what the welfare loss might be.

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Publisher Info
Article provided by Cambridge University Press in its journal Macroeconomic Dynamics.

Volume (Year): 3 (1999)
Issue (Month): 01 (March)
Pages: 1-47
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Handle: RePEc:cup:macdyn:v:3:y:1999:i:01:p:1-47_01

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  1. Radim Bohacek, 2001. "Capital Accumulation in an Economy with Heterogeneous Agents and Moral Hazard," GE, Growth, Math methods 0012001, EconWPA. [Downloadable!]
  2. Radim Bohacek, 2001. "Capital Accumulation And Moral Hazard In An Economy With Heterogeneous Agents," CeNDEF Workshop Papers, January 2001 1B.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Philip Bond & Robert Townsend, 1996. "Formal and informal financing in a Chicago neighborhood," Economic Perspectives, Federal Reserve Bank of Chicago, issue Jul, pages 3-27. [Downloadable!]
  4. Alexander Monge-Naranjo & Luis J. Hall, 2003. "Access to Credit and the Effect of Credit Constraints on Costa Rican Manufacturing Firms," RES Working Papers 3164, Inter-American Development Bank, Research Department. [Downloadable!]
  5. Alexander Karaivanov, 2003. "Financial Contracts and Occupational Choice," Computing in Economics and Finance 2003 25, Society for Computational Economics. [Downloadable!]
  6. Edward Simpson Prescott, 2005. "Technological design and moral hazard," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 43-55. [Downloadable!]
  7. Maude Toussaint-Comeau & Robin Newberger & Jason Schmidt & Art Rolnick & Ron Feldman, 2003. "Credit availability in the Minneapolis-St. Paul Hmong community," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  8. Paul Huck & Sherrie L. W. Rhine & Philip Bond & Robert Townsend, 1999. "Small business finance in two Chicago minority neighborhoods," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 46-62. [Downloadable!]
  9. Robert Townsend & Rolf Mueller, 1998. "Mechanism Design and Village Economies: From Credit, to Tenancy, to Cropping Groups," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(1), pages 119-172, January. [Downloadable!] (restricted)
  10. Andreas Lehnert, 1998. "Asset pooling, credit rationing, and growth," Finance and Economics Discussion Series 1998-52, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  11. Radim Bohacek, 2000. "Capital Accumulation in an Economy with Heterogeneous Agents and Moral Hazard," CERGE-EI Working Papers wp165, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
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