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An Equilibrium Model of the Timing of Bankruptcy Filings

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Listed author(s):
  • Satyajit Chatterjee

    (FRB Philadelphia)

Abstract

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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Paper provided by Society for Economic Dynamics in its series 2010 Meeting Papers with number 1282.

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Date of creation: 2010
Handle: RePEc:red:sed010:1282
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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  1. 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.
  2. 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.
  3. 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.
  4. Chatterjee, Satyajit & Gordon, Grey, 2012. "Dealing with consumer default: Bankruptcy vs garnishment," Journal of Monetary Economics, Elsevier, vol. 59(S), pages 1-16.
  5. Igor Livshits & Natalia Kovrijnykh, 2013. "Screening as a Unified Theory of Delinquency, Renegotiation and Bankruptcy," 2013 Meeting Papers 1014, Society for Economic Dynamics.
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Cited by:

  1. Lukasz A. Drozd & Ricardo Serrano-Padial, 2013. "Modeling the credit card revolution: the role of debt collection and informal bankruptcy," Working Papers 13-12, Federal Reserve Bank of Philadelphia.
  2. Lukasz A. Drozd & Ricardo Serrano-Padial, 2017. "Modeling the Revolving Revolution: The Debt Collection Channel," American Economic Review, American Economic Association, vol. 107(3), pages 897-930, March.
  3. Xavier Mateos-Planas, 2011. "Consumer default with complete markets," 2011 Meeting Papers 954, Society for Economic Dynamics.

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