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Essays in Macroeconomics with Hetero...

Ogawa, Toshiaki.

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Essays in Macroeconomics with Heterogeneous Banks.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Essays in Macroeconomics with Heterogeneous Banks./
Author:	Ogawa, Toshiaki.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2018,
Description:	96 p.
Notes:	Source: Dissertation Abstracts International, Volume: 79-09(E), Section: A.
Contained By:	Dissertation Abstracts International79-09A(E).
Subject:	Economics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10822351
ISBN:	9780355947847

Essays in Macroeconomics with Heterogeneous Banks.
Ogawa, Toshiaki.

Essays in Macroeconomics with Heterogeneous Banks. - Ann Arbor : ProQuest Dissertations & Theses, 2018 - 96 p.

Source: Dissertation Abstracts International, Volume: 79-09(E), Section: A.

Thesis (Ph.D.)--The University of Wisconsin - Madison, 2018.

Chapter 1.

ISBN: 9780355947847Subjects--Topical Terms:

517137
Economics.

Essays in Macroeconomics with Heterogeneous Banks.
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100 1 $a Ogawa, Toshiaki. $3 3426736
245 1 0 $a Essays in Macroeconomics with Heterogeneous Banks.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2018
300 $a 96 p.
500 $a Source: Dissertation Abstracts International, Volume: 79-09(E), Section: A.
500 $a Adviser: Dean Corbae.
502 $a Thesis (Ph.D.)--The University of Wisconsin - Madison, 2018.
520 $a Chapter 1.
520 $a In this chapter, I construct a dynamic stochastic general equilibrium model to explore the liquidity management of heterogeneously-sized banks. Relative to small banks, large banks tend to be net borrowers and thus more exposed to liquidity risk. Using data on loans supplied by large, medium, and small banks, I structurally estimate the sources of the decline in loan activity during the Great Recession. Since large banks' loan activity declined while small banks' activity increased during the initial stages of the recession, my estimated model indicates that the liquidity decline was a dominant source of loan contraction during these stages. On the other hand, loans supplied by both large and small banks decreased in the recession's latter stages, indicating that decreased loan demand was a dominant source of loan contraction during these stages. Overall, I find that 67 percent of the aggregate decline in lending was due to decreased loan demand.
520 $a Chapter 2.
520 $a In this chapter, I study capital requirement regulations in a dynamic general equilibrium model of banking. In the model, banks use their capital holdings as a buffer against future liquidity shocks. Because of this precautionary behavior, capital requirements -- as in the data, but unlike in previous models -- are only occasionally binding. As a result of incorporating these occasionally binding constraints, I find that capital requirements have a smaller impact on bank defaults. On the other hand, capital requirements have a larger impact on credit and liquidity supply through both the intensive margin and the extensive margin. On balance, I find that the optimal capital requirement is equal to 3.5 percent of assets.
590 $a School code: 0262.
650 4 $a Economics. $3 517137
650 4 $a Banking. $2 bicssc $3 1557594
690 $a 0501
690 $a 0770
710 2 $a The University of Wisconsin - Madison. $b Economics. $3 2094978
773 0 $t Dissertation Abstracts International $g 79-09A(E).
790 $a 0262
791 $a Ph.D.
792 $a 2018
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10822351