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The Macrodynamics of Debt Deflation

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Author Info
Carl Chiarella (University of Technology, Sydney)
Peter Flaschel (University of Bielefeld)
Willi Semmler (New School University)

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Abstract

With the recent events of the large-scale financial crisis in some parts of the world and the slowly declining inflation rate in major OECD countries debt deflation has again become an important topic in economic research. In a model with debt issuing firms, financing their investment, we explore the interaction of high nominal levels of debt, output prices, increase in real debt and declining economic activity. This destabilizing mechanism is explored in the context of a small-scale as well as in a large-scale Keynesian demand constraint economy. In both models labor market dynamics are emphasized. Our principle conclusion is that the small-scale as well as the large-scale models are prone to accelerating downward instability caused by over-indebtedness and declining prices if the process is not stopped by floors to deflation by appropriate government policies. Moreover, contrary to conventional views flexible exchange rates may add to downward instability.

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Publisher Info
Paper provided by Schwartz Center for Economic Policy Analysis (SCEPA), The New School in its series SCEPA Working Papers with number 1999-04.

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Length: 39 pages
Date of creation: Sep 1999
Date of revision:
Handle: RePEc:epa:cepawp:1999-04

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Related research
Keywords: debt deflation; financial crisis; Keynesian; labor market; exchange rates; instability;

Cited by:
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  1. Piero Ferri & Anna Maria Variato, 2007. "Endogenous Cycles, Debt and Monetary Policy," Working Papers 0703, University of Bergamo, Department of Economics. [Downloadable!]
  2. Carl Chiarella & Peter Flaschel, 2003. "Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation," Working Paper Series 97, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
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