An Equilibrium Model of the Timing of Bankruptcy Filings
bankruptcy filing months later. While we possess reasonably sophisticated models of household default, we do not possess a comparably sophisticated model about the timing of a delinquent household's filing decision. The purpose of this project is to provide such a model and use it understand the determinants of such phenomena as "financial distress" (the period during which a delinquent debtor is pursued by creditors), "informal bankruptcy" (where a deliquent never repays but neither does he file for bankruptcy) and to infer something about the causal forces affecting the recently observed path of bankruptcy filings.
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|Date of creation:||2010|
|Date of revision:|
|Contact details of provider:|| Postal: Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA|
Web page: http://www.EconomicDynamics.org/
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- Igor Livshits & Natalia Kovrijnykh, 2013.
"Screening as a Unified Theory of Delinquency, Renegotiation and Bankruptcy,"
2013 Meeting Papers
1014, Society for Economic Dynamics.
- Igor Livshits & Natalia Kovrijnykh, 2015. "Screening as a Unified Theory of Delinquency, Renegotiation, and Bankruptcy," 2015 Meeting Papers 1401, Society for Economic Dynamics.
- Natalia Kovrijnykh & Igor Livshits, 2013. "Screening as a Unified Theory of Delinquency, Renegotiation, and Bankruptcy," Carlo Alberto Notebooks 340, Collegio Carlo Alberto.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & Jose-Victor Rios-Rull, 2002.
"A Quantitative Theory of Unsecured Consumer Credit with Risk of Default,"
Centro de Altisimos Estudios Rios Pe©rez(CAERP)
2, Centro de Altisimos Estudios Rios Perez (CAERP).
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007. "A Quantitative Theory of Unsecured Consumer Credit with Risk of Default," Econometrica, Econometric Society, vol. 75(6), pages 1525-1589, November.
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"An Empirical Analysis of Personal Bankruptcy and Delinquency,"
Center for Financial Institutions Working Papers
98-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
- David B. Gross, 2002. "An Empirical Analysis of Personal Bankruptcy and Delinquency," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 319-347, March.
- David B. Gross & Nicholas S. Souleles, 2001. "An Empirical Analysis of Personal Bankruptcy and Delinquency," NBER Working Papers 8409, National Bureau of Economic Research, Inc.
- Jonathan Eaton & Mark Gersovitz, 1981. "Debt with Potential Repudiation: Theoretical and Empirical Analysis," Review of Economic Studies, Oxford University Press, vol. 48(2), pages 289-309.
- Satyajit Chatterjee & Grey Gordon, 2011.
"Dealing with consumer default: bankruptcy vs. garnishment,"
11-35, Federal Reserve Bank of Philadelphia.
- Chatterjee, Satyajit & Gordon, Grey, 2012. "Dealing with consumer default: Bankruptcy vs garnishment," Journal of Monetary Economics, Elsevier, vol. 59(S), pages S1-S16.
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