IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "A Quantitative Theory of Unsecured Consumer Credit with Risk of Default"

by Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. D'Erasmo, Pablo & Moscoso Boedo, Herman J. & Senkal, Asli, 2014. "Misallocation, informality, and human capital: understanding the role of institutions," Working Papers 14-11, Federal Reserve Bank of Philadelphia.
  2. Sergey V. Popov & David G. Wiczer, 2010. "Equilibrium Sovereign Default with Endogenous Exchange Rate Depreciation," 2010 Meeting Papers 314, Society for Economic Dynamics.
  3. Jonathan Halket & Santhanagopalan Vasudev, 2013. "Online Appendix to "Saving Up or Settling Down: Home Ownership over the Life Cycle," Technical Appendices 12-89, Review of Economic Dynamics.
  4. Bayraktar, Nihal, 2014. "Fixed investment/fundamental sensitivities under financial constraints," Journal of Economics and Business, Elsevier, vol. 75(C), pages 25-59.
  5. Dr Justin van de Ven, 2010. "The Effects of Myopia on Pension Decisions," NIESR Discussion Papers 356, National Institute of Economic and Social Research.
  6. Kuklik, Michal, 2010. "Health insurance reform and bankruptcy," MPRA Paper 39196, University Library of Munich, Germany, revised 2011.
  7. Pavan, Marina, 2008. "Consumer durables and risky borrowing: The effects of bankruptcy protection," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1441-1456, November.
  8. Xavier Mateos-Planas, 2011. "Credit Lines," 2011 Meeting Papers 1293, Society for Economic Dynamics.
  9. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative macroeconomics with heterogeneous households," Staff Report 420, Federal Reserve Bank of Minneapolis.
  10. Chan, Sewin & Haughwout, Andrew F. & Tracy, Joseph, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
  11. Wenli Li & Pierre-Daniel G. Sarte, 2003. "The macroeconomics of U.S. consumer bankruptcy choice: Chapter 7 or Chapter 13?," Working Papers 03-14, Federal Reserve Bank of Philadelphia.
  12. Ricardo Nunes & Horacio Sapriza & Bora Durdu, 2011. "News and sovereign default risk in small open economies," 2011 Meeting Papers 1355, Society for Economic Dynamics.
  13. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
  14. Lance Lochner & Alexander Monge-Naranjo, 2012. "Credit Constraints in Education," Annual Review of Economics, Annual Reviews, vol. 4(1), pages 225-256, 07.
  15. Ábrahám, Árpád & Cárceles-Poveda, Eva, 2010. "Endogenous trading constraints with incomplete asset markets," Journal of Economic Theory, Elsevier, vol. 145(3), pages 974-1004, May.
  16. Dean Corbae, 2014. "A Theory of Credit Scoring and Competitive Pricing of Default Risk," 2014 Meeting Papers 274, Society for Economic Dynamics.
  17. Mateos-Planas, Xavier, 2013. "Credit limits and bankruptcy," Economics Letters, Elsevier, vol. 121(3), pages 469-472.
  18. Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
  19. Christian Friedrich, 2015. "Does Financial Integration Increase Welfare? Evidence from International Household-Level Data," Staff Working Papers 15-4, Bank of Canada.
  20. Telyukova, Irina A., 2012. "Household Need for Liquidity and the Credit Card Debt Puzzle," University of California at San Diego, Economics Working Paper Series qt0ww2c04z, Department of Economics, UC San Diego.
  21. Irina A. Telyukova & Randall Wright, 2008. "A Model of Money and Credit, with Application to the Credit Card Debt Puzzle," Review of Economic Studies, Oxford University Press, vol. 75(2), pages 629-647.
  22. Lizarazo, Sandra, 2009. "Contagion of Financial Crises in Sovereign Debt Markets," MPRA Paper 20795, University Library of Munich, Germany, revised 06 Feb 2010.
  23. Cristina Arellano & Ananth Ramanarayanan, 2012. "Default and the Maturity Structure in Sovereign Bonds," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 187 - 232.
  24. Victor Rios-Rull & Dean Corbae: & Satyajit Chatterjee, 2011. "A Theory of Credit Scoring and the Competitive Pricing of Default Risk," 2011 Meeting Papers 1115, Society for Economic Dynamics.
  25. Robert Hunt & Viktar Fedaseyeu, 2015. "The Economics of Debt Collection: Enforcement of Consumer Credit Contracts," 2015 Meeting Papers 1244, Society for Economic Dynamics.
  26. Andolfatto, David & Gervais, Martin, 2008. "Endogenous debt constraints in a life-cycle model with an application to social security," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3745-3759, December.
  27. Mankart, Jochen, 2014. "The (Un-) importance of Chapter 7 wealth exemption levels," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 1-16.
  28. Agarwal, Sumit & Chomsisengphet, Souphala & Liu, Chunlin, 2011. "Consumer bankruptcy and default: The role of individual social capital," Journal of Economic Psychology, Elsevier, vol. 32(4), pages 632-650, August.
  29. M. Peiris & Alexandros Vardoulakis, 2015. "Collateral and the efficiency of monetary policy," Economic Theory, Springer, vol. 59(3), pages 579-603, August.
  30. Carlos Garriga & Finn E. Kydland & Roman Sustek, 2013. "Mortgages and Monetary Policy," NBER Working Papers 19744, National Bureau of Economic Research, Inc.
  31. Aaron Hedlund, 2014. "Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market," Working Papers 1417, Department of Economics, University of Missouri.
  32. Ignacio Presno & Demian Pouzo, 2012. "Sovereign Default Risk and Uncertainty Premia," 2012 Meeting Papers 608, Society for Economic Dynamics.
  33. Carolina Osorio, 2011. "A Proposal on Macro-prudential Regulation," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 29(64), pages 235-287, July.
  34. Karsten Jeske & Sagiri Kitao, 2007. "U.S. tax policy and health insurance demand: can a regressive policy improve welfare?," FRB Atlanta Working Paper 2007-13, Federal Reserve Bank of Atlanta.
  35. Juan M. Sanchez, 2009. "The role of information in the rise in consumer bankruptcies," Working Paper 09-04, Federal Reserve Bank of Richmond.
  36. Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
    • Leonardo Martinez & Juan Carlos Hatchondo & Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 12/26, International Monetary Fund.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," Caepr Working Papers 2015-011 Classification-D, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    • Hatchondo, Juan Carlos & Martinez, Leonardo & Sánchez, Juan M., 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis, revised 31 Jul 2015.
  37. Burcu Duygan-Bump & Charles Grant, 2008. "Household debt repayment behaviour: what role do institutions play?," Risk and Policy Analysis Unit Working Paper QAU08-3, Federal Reserve Bank of Boston.
  38. Igor Livshits & James MacGee & Michèle Tertilt, 2007. "Accounting for the Rise in Consumer Bankruptcies," NBER Working Papers 13363, National Bureau of Economic Research, Inc.
  39. Satyajit Chatterjee & Grey Gordon, 2011. "Dealing with consumer default: bankruptcy vs. garnishment," Working Papers 11-35, Federal Reserve Bank of Philadelphia.
  40. Winter, Christoph & Röhrs, Sigrid, 2014. "Public versus Private Provision of Liquidity: Is There a Trade-Off?," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100419, Verein für Socialpolitik / German Economic Association.
  41. Athreya, Kartik B. & Sanchez, Juan M. & Tam, Xuan S. & Young, Eric R., 2014. "Labor market upheaval, default regulations, and consumer debt," Working Papers 2014-2, Federal Reserve Bank of St. Louis.
  42. Cristina Arellano & Jonathan Heathcote, 2007. "Dollarization and financial integration," Staff Report 385, Federal Reserve Bank of Minneapolis.
  43. Ulf von Lilienfeld-Toal & Dilip Mookherjee & Sujata Visaria, 2009. "The Distributive Impact of Reforms in Credit Enforcement: Evidence from Indian Debt Recovery Tribunals," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-183, Boston University - Department of Economics.
  44. Dean Corbae & Erwan Quintin, 2013. "Leverage and the Foreclosure Crisis," NBER Working Papers 19323, National Bureau of Economic Research, Inc.
  45. Azariadis, Costas & Kaas, Leo & Wen, Yi, 2015. "Self-Fulfilling Credit Cycles," Working Papers 2015-5, Federal Reserve Bank of St. Louis.
  46. Igor Livshits & James MacGee & Michèle Tertilt, 2007. "Consumer Bankruptcy: A Fresh Start," American Economic Review, American Economic Association, vol. 97(1), pages 402-418, March.
  47. Xavier Mateos-Planas, 2011. "Consumer default with complete markets," 2011 Meeting Papers 954, Society for Economic Dynamics.
  48. Tom Krebs & Moritz Kuhn & Mark L. J. Wright, 2015. "Human Capital Risk, Contract Enforcement, and the Macroeconomy," American Economic Review, American Economic Association, vol. 105(11), pages 3223-72, November.
  49. Jeske, Karsten & Krueger, Dirk & Mitman, Kurt, 2013. "Housing, mortgage bailout guarantees and the macro economy," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 917-935.
  50. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 11/70, International Monetary Fund.
  51. Bulent Guler, 2010. "Innovations in Information Technology and the Mortgage Market," 2010 Meeting Papers 856, Society for Economic Dynamics.
  52. Covas, Francisco, 2006. "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2167-2190, November.
  53. Karsten Jeske & Sagiri Kitao, 2006. "Health Insurance and Tax Policy," 2006 Meeting Papers 57, Society for Economic Dynamics.
  54. Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015. "Envelope Condition Method with an Application to Default Risk Models," 2015 Meeting Papers 1239, Society for Economic Dynamics.
  55. Hülya Eraslan & Wenli Li & Pierre-Daniel G. Sarte, 2007. "The anatomy of U.S. personal bankruptcy under Chapter 13," Working Paper 07-05, Federal Reserve Bank of Richmond.
  56. Dirk Krueger & Karsten Jeske, 2005. "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2005 Meeting Papers 242, Society for Economic Dynamics.
  57. Borys Grochulski, 2007. "Optimal Personal Bankruptcy Design: A Mirrlees Approach," 2007 Meeting Papers 1008, Society for Economic Dynamics.
  58. Athreya, Kartik & Tam, Xuan S. & Young, Eric R., 2009. "Unsecured credit markets are not insurance markets," Journal of Monetary Economics, Elsevier, vol. 56(1), pages 83-103, January.
  59. Jeske, Karsten & Krueger, Dirk & Mitman, Kurt, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," CEPR Discussion Papers 8624, C.E.P.R. Discussion Papers.
  60. Satyajit Chatterjee & Dean Corbae & Jose-Victor Rios-Rull, 2006. "Finite-Life, Private-Information Theory of Unsecured Debt," 2006 Meeting Papers 781, Society for Economic Dynamics.
  61. Tamon Asonuma, 2010. "Serial Default and Debt Renegotiation," 2010 Meeting Papers 169, Society for Economic Dynamics.
  62. Satyajit Chatterjee & Burcu Eyigungor, 2012. "Maturity, Indebtedness, and Default Risk," American Economic Review, American Economic Association, vol. 102(6), pages 2674-99, October.
  63. Dr Justin van de Ven & Dr Martin Weale, 2010. "An Empirical Investigation of Quasi-hyperbolic Discounting," NIESR Discussion Papers 355, National Institute of Economic and Social Research.
  64. Grey Gordon & Shi Qiu, 2015. "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity," Caepr Working Papers 2015-002, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  65. Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates and the current account," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
  66. Ionescu, Felicia, 2009. "Risky College Investment under Alternative Bankruptcy Regimes for Student Loans," Working Papers 2009-01, Department of Economics, Colgate University.
  67. Athreya, Kartik, 2006. "Fresh start or head start? Uniform bankruptcy exemptions and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2051-2079, November.
  68. Juan A. Rojas & Carlos Urrutia, 2006. "Social Security Reform with Uninsurable Income Risk and Endogenous Borrowing Constraints," Working Papers 0602, Banco de España;Working Papers Homepage.
  69. Juan Carlos Hatchondo & Francisco Roch & Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 12/30, International Monetary Fund.
  70. Andrew Glover, 2010. "Bankruptcy, Incorporation, and the Nature of Entrepreneurial Risk," 2010 Meeting Papers 1010, Society for Economic Dynamics.
  71. Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.
  72. Athreya, Kartik B., 2008. "Default, insurance, and debt over the life-cycle," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 752-774, May.
  73. John Kennes & Daniel le Maire, 2010. "Coordination Frictions and Job Heterogeneity: A Discrete Time Analysis," Economics Working Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
  74. Vivian Z. Yue, 2005. "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers 138, Society for Economic Dynamics.
  75. Chen, Daphne & Corbae, Dean, 2011. "On the welfare implications of restricting bankruptcy information," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 4-13, March.
  76. Cristina Arellano & Yan Bai & Jing Zhang, 2009. "Firm Dynamics and Financial Development," NBER Working Papers 15193, National Bureau of Economic Research, Inc.
  77. Richard Disney & Sarah Bridges & John Gathergood, 2006. "Housing Wealth and Household Indebtedness: Is there a Household 'Financial Accelerator'?," Working Papers 2006/12, Czech National Bank, Research Department.
  78. Bertola, Giuseppe & Koeniger, Winfried, 2004. "Consumption Smoothing and the Structure of Labor and Credit Markets," IZA Discussion Papers 1052, Institute for the Study of Labor (IZA).
  79. Xavier Mateos-Planas & David Benjamin, 2012. "Formal vs. Informal Default in Consumer Credit," 2012 Meeting Papers 144, Society for Economic Dynamics.
  80. Akyol, Ahmet & Athreya, Kartik, 2011. "Credit and self-employment," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 363-385, March.
  81. Krueger, Dirk & Perri, Fabrizio, 2010. "Public versus Private Risk Sharing," CEPR Discussion Papers 7625, C.E.P.R. Discussion Papers.
  82. Juan Carlos Hatchondo & Cesar Sosa-Padilla & Leonardo Martinez, 2010. "Debt dilution, overborrowing, and sovereign default risk," 2010 Meeting Papers 481, Society for Economic Dynamics.
  83. Leonardo Martinez & Juan Carlos Hatchondo, 2008. "A model of credit risk without commitment," 2008 Meeting Papers 940, Society for Economic Dynamics.
  84. Corbae, Dean & Marimon, Ramon, 2011. "Introduction to Incompleteness and Uncertainty in Economics," Journal of Economic Theory, Elsevier, vol. 146(3), pages 775-784, May.
  85. repec:bcr:wpaper:201462 is not listed on IDEAS
  86. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Working Papers 685, Federal Reserve Bank of Minneapolis.
  87. Grey Gordon, 2014. "Optimal Bankruptcy Code: A Fresh Start for Some," Caepr Working Papers 2014-002, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  88. Erwan Quintin, 2012. "More punishment, less default?," Annals of Finance, Springer, vol. 8(4), pages 427-454, November.
  89. Mateos-Planas, Xavier, 2009. "A model of credit limits and bankruptcy with applications to welfare and indebtedness," Discussion Paper Series In Economics And Econometrics 0910, Economics Division, School of Social Sciences, University of Southampton.
  90. Satyajit Chatterjee, 2015. "An Equilibrium Model of the Timing of Bankruptcy Filings," 2015 Meeting Papers 487, Society for Economic Dynamics.
  91. Thomas Hintermaier & Winfried Koeniger, 2011. "On the Evolution of the US Consumer Wealth Distribution," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 317-338, April.
  92. Mankart, Jochen & Rodano, Giacomo, 2012. "Bankruptcy Law, Debt Portfolios, and Entrepreneurship," Economics Working Paper Series 1216, University of St. Gallen, School of Economics and Political Science.
  93. Adrien Verdelhan & Nicola Borri, 2010. "Sovereign Risk Premia," 2010 Meeting Papers 1122, Society for Economic Dynamics.
  94. Cristina Arellano, 2005. "Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies," 2005 Meeting Papers 516, Society for Economic Dynamics.
  95. Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics.
  96. Hintermaier, Thomas & Koeniger, Winfried, 2011. "Debt Portfolios," CEPR Discussion Papers 8359, C.E.P.R. Discussion Papers.
  97. King, Ian, 2011. "Introduction to special issue: Macroeconomics with frictions," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 1-3, March.
  98. Dobromił Serwa, 2013. "Measuring Non-Performing Loans During (and After) Credit Booms," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(3), pages 163-183, September.
  99. Kartik B. Athreya, 2003. "Unemployment insurance and personal bankruptcy," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 33-53.
  100. Mateos-Planas, Xavier & Seccia, Giulio, 2006. "Welfare implications of endogenous credit limits with bankruptcy," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2081-2115, November.
  101. Timothy J Kehoe & David K Levine, 2006. "Bankruptcy and Collateral in Debt Constrained Models," Levine's Working Paper Archive 784828000000000698, David K. Levine.
  102. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
  103. Van de Ven, Justin, 2011. "Do Defined Contribution Pensions Correct for Short-Sighted Savings Decisions? Evidence from the UK," Papers WP399, Economic and Social Research Institute (ESRI).
  104. Exler, Florian, 2015. "Personal bankruptcy and wage garnishment," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113219, Verein für Socialpolitik / German Economic Association.
  105. Eraslan, Hulya & Koşar, Gizem & Li, Wenli & Sarte, Pierre-Daniel G., 2014. "An anatomy of u.s. Personal bankruptcy under chapter 13," Working Papers 14-33, Federal Reserve Bank of Philadelphia.
  106. Adam B. Ashcraft & Astrid A. Dick & Donald P. Morgan, 2007. "The Bankruptcy Abuse Prevention and Consumer Protection Act: means-testing or mean spirited?," Staff Reports 279, Federal Reserve Bank of New York.
  107. Makoto Nakajima, 2015. "Credit, Bankruptcy, and Aggregate Fluctuations," 2015 Meeting Papers 833, Society for Economic Dynamics.
  108. repec:fip:fedreq:y:2011:i:3q:p:255-326:n:vol.97no.3 is not listed on IDEAS
  109. Ionescu, Anamaria, 2008. "The Federal Student Loan Program: Quantitative Implications for College Enrollment and Default Rates," Working Papers 2007-04, Department of Economics, Colgate University.
  110. Mankart, Jochen, 2011. "The optimal Chapter 7 exemption level in a life-cycle model with asset portfolios," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48703, Verein für Socialpolitik / German Economic Association.
  111. Michael Kumhof & Romain Ranciere & Pablo Winant, 2013. "Inequality, Leverage and Crises; The Case of Endogenous Default," IMF Working Papers 13/249, International Monetary Fund.
  112. Wenli Li & Pierre-Daniel Sarte & Hulya Eraslan, 2007. "A Structural Model of Chapter 13 Personal Bankruptcy," 2007 Meeting Papers 972, Society for Economic Dynamics.
  113. Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009. "Fiscal policy and default risk in emerging markets," Working Paper 09-01, Federal Reserve Bank of Richmond.
  114. Silvia Magri & Raffaella Pico, 2010. "The rise of risk-based pricing of mortgage interest rates in Italy," Temi di discussione (Economic working papers) 778, Bank of Italy, Economic Research and International Relations Area.
  115. Felicia Ionescu, 2011. "The Interplay Between Different Types of Unsecured Credit and Amplification of Consumer Default," 2011 Meeting Papers 912, Society for Economic Dynamics.
  116. Kartik B. Athreya & Hubert P. Janicki, 2006. "Credit exclusion in quantitative models of bankruptcy: does it matter?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 17-49.
  117. Wendy Edelberg, 2004. "Risk-based Pricing of Interest Rates in Household Loan Markets," 2004 Meeting Papers 442, Society for Economic Dynamics.
  118. Xavier Mateos-Planas & Giulio Seccia, 2013. "Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment," Working Papers 711, Queen Mary University of London, School of Economics and Finance.
  119. Xavier Mateos-Planas & Jose-Victor Rios-Rull & Cristina Arellano, 2013. "Partial Default," 2013 Meeting Papers 765, Society for Economic Dynamics.
  120. Lance J. Lochner, 2009. "The Nature of Credit Constraints and Human Capital," 2009 Meeting Papers 745, Society for Economic Dynamics.
  121. Sarah Brown & Gaia Garino & Karl Taylor, 2008. "Household Finances and Attitudes towards Risk," Working Papers 2008005, The University of Sheffield, Department of Economics, revised Dec 2009.
  122. Kim, Jiseob, 2015. "Household’s optimal mortgage and unsecured loan default decision," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 222-244.
  123. António Antunes & Tiago Cavalcanti & Anne Villamil, 2006. "The Effect of Financial Repression & Enforcement on Entrepreneurship and Economic Development," SCAPE Policy Research Working Paper Series 0610, National University of Singapore, Department of Economics, SCAPE.
  124. Francesc Obiols-Homs, 2011. "On borrowing limits and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 279-294, April.
  125. Julia Thomas & Aubhik Khan, 2009. "Endogenous Market Segmentation and the Volatility of House Prices," 2009 Meeting Papers 1127, Society for Economic Dynamics.
  126. Rubaszek, Michał & Serwa, Dobromil, 2012. "Determinants of credit to households in a life-cycle model," Working Paper Series 1420, European Central Bank.
  127. repec:iza:izadps:dp1805 is not listed on IDEAS
  128. Kyle Herkenhoff, 2014. "The Impact of Consumer Credit Access on Unemployment," 2014 Meeting Papers 448, Society for Economic Dynamics.
  129. repec:esx:essedp:712 is not listed on IDEAS
  130. Ethan Cohen-Cole, 2009. "The option value of consumer bankruptcy," Risk and Policy Analysis Unit Working Paper QAU09-1, Federal Reserve Bank of Boston.
  131. Lotz, Sebastien & Zhang, Cathy, 2015. "Money and Credit as Means of Payment: A New Monetarist Approach," MPRA Paper 64535, University Library of Munich, Germany.
  132. Kartik Athreya, 2008. "A Quantitative Theory of Information and Unsecured Credit," 2008 Meeting Papers 68, Society for Economic Dynamics.
  133. Verónica Balzarotti & Alejandra Anastasi, 2013. "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(69), pages 101-149, December.
  134. Azariadis, Costas & Kaas, Leo, 2013. "Endogenous credit limits with small default costs," Journal of Economic Theory, Elsevier, vol. 148(2), pages 806-824.
  135. Peter Benczur & Cosmin L. Ilut, 2014. "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers 20391, National Bureau of Economic Research, Inc.
  136. Kurt Mitman, 2012. "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," 2012 Meeting Papers 563, Society for Economic Dynamics.
  137. Song Han & Geng Li, 2009. "Household borrowing after personal bankruptcy," Finance and Economics Discussion Series 2009-17, Board of Governors of the Federal Reserve System (U.S.).
  138. Chatterjee, Satyajit & Eyigungor, Burcu, 2015. "A quantitative analysis of the u.s. housing and mortgage markets and the foreclosure crisis," Working Papers 15-13, Federal Reserve Bank of Philadelphia.
  139. Nakajima, Makoto, 2015. "Assessing bankruptcy reform in a model with temptation and equilibrium default," Working Papers 15-12, Federal Reserve Bank of Philadelphia.
  140. Lizarazo, Sandra & Da-Rocha, Jose-Maria, 2011. "Optimal monetary policy and default," MPRA Paper 31931, University Library of Munich, Germany.
  141. Leonardo Martinez & Juan Hatchondo & Javier Bianchi, 2012. "Sovereign defaults and optimal reserves management," 2012 Meeting Papers 1125, Society for Economic Dynamics.
  142. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "Heterogeneous Borrowers In Quantitative Models Of Sovereign Default," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
  143. Mankart, Jochen & Rodano, Giacomo, 2015. "Personal bankruptcy law, debt portfolios, and entrepreneurship," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 157-172.
  144. Rodney Ramcharan & Christopher Crowe, 2012. "The impact of house prices on consumer credit: evidence from an internet bank," Finance and Economics Discussion Series 2012-60, Board of Governors of the Federal Reserve System (U.S.).
  145. Song Han & Wenli Li, 2004. "Fresh start or head start? The effect of filing for personal bankruptcy on the labor supply," Finance and Economics Discussion Series 2004-28, Board of Governors of the Federal Reserve System (U.S.).
  146. Minchung Hsu, 2013. "Health Insurance and Precautionary Saving: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 511-526, July.
  147. Athreya, Kartik B. & Tam, Xuan S. & Young, Eric R., 2014. "Loan Guarantees for Consumer Credit Markets," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 297-352.
  148. Nakajima, Makoto & Rios-Rull, Jose-Victor, 2014. "Credit, bankruptcy, and aggregate fluctuations," Working Papers 14-31, Federal Reserve Bank of Philadelphia.
  149. Felicia Ionescu & Marius Ionescu, 2012. "The Interplay Between Student Loans and Credit Cards: Implications for Default," Working Papers 2012-014, Human Capital and Economic Opportunity Working Group.
  150. Guettabi, Mouhcine & Munasib, Abdul, 2015. "The Impact of Obesity on Consumer Bankruptcy," Economics & Human Biology, Elsevier, vol. 17(C), pages 208-224.
  151. Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
  152. Juan A. Rojas & Carlos Urrutia, 2008. "Social Security with Uninsurable Income Risk and Endogenous Borrowing Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 83-103, January.
  153. Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.
  154. Jeremy Greenwood, 2011. "EconomicDynamics Interviews Jeremy Greenwood on DGE beyond Macroeconomics," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 12(2), April.
  155. repec:inu:caeprp:2014002 is not listed on IDEAS
  156. Nicolas Melissas, 2009. "On Bid Disclosure in OCS Wildcat Auctions," Working Papers 0905, Centro de Investigacion Economica, ITAM.
  157. Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
  158. Makoto Nakajima, 2009. "Equilibrium Default and Temptation," 2009 Meeting Papers 863, Society for Economic Dynamics.
  159. Césaire A. Meh & Yaz Terajima, 2008. "Unsecured Debt, Consumer Bankruptcy, and Small Business," Staff Working Papers 08-5, Bank of Canada.
  160. Julia K. Thomas & Aubhik Khan, 2011. "Default Risk and Aggregate Fluctuations in an Economy with Production Heterogeneity," 2011 Meeting Papers 1333, Society for Economic Dynamics.
  161. Borghan Nezami Narajabad, 2012. "Information Technology and the Rise of Household Bankruptcy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(4), pages 526-550, October.
  162. Stefan Krasa & Tridib Sharma & Anne Villamil, 2008. "Bankruptcy and firm finance," Economic Theory, Springer, vol. 36(2), pages 239-266, August.
  163. Martin Berka & Christian Zimmermann, 2012. "Basel Accord and Financial Intermediation: The Impact of Policy," CESifo Working Paper Series 3724, CESifo Group Munich.
  164. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers 2006-01, Banco de México.
  165. Song Han & Wenli Li, 2007. "Fresh Start or Head Start? The Effects of Filing for Personal Bankruptcy on Work Effort," Journal of Financial Services Research, Springer, vol. 31(2), pages 123-152, June.
  166. Jacob M. Short & Andy Glover, 2011. "Bankruptcy, Incorporation and the Nature of Entrepreneurial Risk," 2011 Meeting Papers 836, Society for Economic Dynamics.
  167. Benjamin J. Keys, 2010. "The credit market consequences of job displacement," Finance and Economics Discussion Series 2010-24, Board of Governors of the Federal Reserve System (U.S.).
  168. Roberto Piazza, 2014. "Growth and Crisis, Unavoidable Connection?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 677-706, October.
  169. Radovan Vadovic, 2009. "Early, Late, and Multiple Bidding in Internet Auctions," Working Papers 0904, Centro de Investigacion Economica, ITAM.
  170. Winfried Koeniger & Thomas Hintermaier, 2007. "Incomplete Markets and the Evolution of US Consumer Debt," 2007 Meeting Papers 256, Society for Economic Dynamics.
  171. Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
  172. Juan M. Sanchez, 2008. "The Role of Information in Consumer Debt and Bankruptcy," 2008 Meeting Papers 523, Society for Economic Dynamics.
  173. M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Staff Working Papers 13-19, Bank of Canada.
  174. Sigrid Röhrs & Christoph Winter, 2011. "Wealth inequality and the optimal level of government debt," ECON - Working Papers 051, Department of Economics - University of Zurich.
  175. Ethan Cohen-Cole & Burcu Duygan-Bump, 2008. "Household bankruptcy decision: the role of social stigma vs. information sharing," Risk and Policy Analysis Unit Working Paper QAU08-6, Federal Reserve Bank of Boston.
  176. repec:esx:essedp:711 is not listed on IDEAS
  177. Kartik B. Athreya & Xuan S. Tam & Eric R. Young, 2009. "Are harsh penalties for default really better?," Working Paper 09-11, Federal Reserve Bank of Richmond.
  178. Li, Wenli & Sarte, Pierre-Daniel, 2006. "U.S. consumer bankruptcy choice: The importance of general equilibrium effects," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 613-631, April.
  179. Neus Herranz & Stefan Krasa & Anne Villamil, 2009. "Small firms in the SSBF," Annals of Finance, Springer, vol. 5(3), pages 341-359, June.
  180. Enrique G. Mendoza & Ceyhun Bora Durdu, 2004. "Putting the brakes on Sudden Stops: the financial frictions-moral hazard tradeoff of asset price guarantees," Working Paper Series 2004-33, Federal Reserve Bank of San Francisco.
  181. Heather Boushey & Christian E. Weller, 2006. "Inequality and Household Economic Hardship in the United States of America," Working Papers 18, United Nations, Department of Economics and Social Affairs.
  182. Simon Mongey & Gianluca Violante & Alessandro Gavazza, 2015. "What Shifts the Beveridge Curve? Recruiting Intensity and Financial Shocks," 2015 Meeting Papers 1079, Society for Economic Dynamics.
  183. Ionescu, Felicia & Ionescu, Marius, 2014. "The Interplay Between Student Loans and Credit Card Debt: Implications for Default in the Great Recession," Finance and Economics Discussion Series 2014-14, Board of Governors of the Federal Reserve System (U.S.).
  184. repec:nbr:nberch:13315 is not listed on IDEAS
  185. Popov, Sergey V. & Wiczer, David, 2014. "Equilibrium Sovereign Default with Exchange Rate Depreciation," Working Papers 2014-49, Federal Reserve Bank of St. Louis.
  186. Gottlieb, Charles, 2015. "On the distributive effects of inflation," SAFE Working Paper Series 116, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  187. Xavier Ragot & François Le Grand, 2011. "Default and Credit Constraint in General equilibrium," 2011 Meeting Papers 1165, Society for Economic Dynamics.
  188. Higashi, Youichiro & Hyogo, Kazuya & Takeoka, Norio, 2009. "Subjective random discounting and intertemporal choice," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1015-1053, May.
  189. Kartik Athreya & Ahmet Akyol, 2007. "Unsecured Credit and Self-Employment," 2007 Meeting Papers 49, Society for Economic Dynamics.
  190. Xavier Mateos-Planas & Giulio Seccia, 2014. "Consumer default with complete markets: default-based pricing and finite punishment," Economic Theory, Springer, vol. 56(3), pages 549-583, August.
  191. Eva Carceles Poveda & Arpad Abraham, 2009. "Tax Reform with Endogenous Borrowing Limits and Incomplete Asset Markets," 2009 Meeting Papers 1196, Society for Economic Dynamics.
  192. Kartik B. Athreya & Nicole B. Simpson, 2004. "Unsecured debt with public insurance : from bad to worse," Working Paper 03-14, Federal Reserve Bank of Richmond.
  193. Song Han & Benjamin J. Keys & Geng Li, 2011. "Credit supply to personal bankruptcy filers: evidence from credit card mailings," Finance and Economics Discussion Series 2011-29, Board of Governors of the Federal Reserve System (U.S.).
  194. Felicia Ionescu, 2011. "Risky Human Capital and Alternative Bankruptcy Regimes for Student Loans," Journal of Human Capital, University of Chicago Press, vol. 5(2), pages 153 - 206.
  195. Timothy J. Kehoe & David K. Levine, 2008. "Â Bankruptcy and Collateral in Debt Constrained Markets," Chapters, in: Macroeconomics in the Small and the Large, chapter 5 Edward Elgar Publishing.
  196. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  197. Antunes, Antonio R. & Cavalcanti, Tiago V. de V., 2007. "Start up costs, limited enforcement, and the hidden economy," European Economic Review, Elsevier, vol. 51(1), pages 203-224, January.
  198. Yamada, Tomoaki, 2012. "Income risk, macroeconomic and demographic change, and economic inequality in Japan," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 63-84.
  199. Taylor Canann & Richard Evans, 2015. "Determinants of Short-term Lender Location and Interest Rates," Journal of Financial Services Research, Springer, vol. 48(3), pages 235-262, December.
  200. Peter Benczur & Cosmin Ilut, 2011. "Evidence for Dynamic Contracts in Sovereign Bank Lending," Working Papers 11-06, Duke University, Department of Economics.
  201. N. Narajabad, Borghan, 2010. "Information Technology and the Rise of Household Bankruptcy," MPRA Paper 21058, University Library of Munich, Germany.
  202. Bechlioulis, Alexandros & Brissimis, Sophocles, 2014. "Consumer default and optimal consumption decisions," MPRA Paper 56864, University Library of Munich, Germany.
  203. Antunes, António & Cavalcanti, Tiago & Villamil, Anne, 2008. "The effect of financial repression and enforcement on entrepreneurship and economic development," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 278-297, March.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.