Publication Type

Working Paper

Version

publishedVersion

Publication Date

3-2002

Abstract

Less developed countries (LDCs) have experienced considerable business cycles in recent decades. This coincides with significant increases in their external debt to GDP ratios. Recent theoretical credit cycles literature suggests that indebtedness, and the resulting liquidity constraints, could explain LDC business cycles. This paper builds a macroeconomic model to trace the LDC income paths. In this model indebtedness and liquidity constraints reduce aggregate investment. We use the World Data (1995) to calibrate for the convergence parameter. It is found that LDC cycles are convergent and non-oscillatory, and indebtedness delays the return to long-term steady state income.

Keywords

LDCs, credits, liquidity constraints, business cycles

Discipline

Economics | Growth and Development | Macroeconomics

Research Areas

Macroeconomics

Volume

02-2002

First Page

1

Last Page

19

Publisher

SMU Economics and Statistics Working Paper Series, No. 02-2002

City or Country

Singapore

Copyright Owner and License

Authors

Share

COinS