Research

 

 

Competing for Customers: A Search Model of the Market for Unsecured Credit (with Lukasz A. Drozd) JOB MARKET PAPER

 

ABSTRACT: This paper proposes a theory of the unsecured credit market with explicit frictions of soliciting and screening credit account customers. Banks in the model pay a fixed cost to target their loan offers to a customer with afore-chosen characteristics. A loan contract specifies a revolving line of credit and a constant interest rate to which the bank is committed. Access to unsecured credit is endogenous in the sense that in each instance of time households receive an endogenous number of offers from which they select the best one. The calibrated model reproduces the main features of the unsecured credit market in the US: high indebtedness, high bankruptcy rate and high chargeoff rates. We use the model to perform a disciplined exercise of reducing the cost of soliciting and screening credit customers to account for the rise of bankruptcy related statistics and growing indebtedness of US households. The change in the cost is carefully chosen to account for the observed change in credit card solicitations that occurred during this time period.

 

JEL classification: D14, E21, E44, G18, K35

 

Understanding International Prices: Customers as Capital (with Lukasz A. Drozd)

 

ABSTRACT: This paper enriches the international business cycle theory with marketing and matching frictions. The modification brings the theory closer to the data in several important dimensions. First, it implies that producers price to market in which they sell. Second, it implies that market shares and import shares adjust to shocks only sluggishly, and therefore, long-run and short-run price elasticities of trade differ. Third, it maintains a good fit for quantities, and accounts for the excess international correlation of output over consumption. The key theoretical innovation is that producers enter into long-lasting matches with their customers, and facing bilateral monopoly problem, bargain with them over the prices. Because matching and expansion to a larger market share takes time, in the short-run pricing-to-market occurs and the law of one price is violated. In the parameterized economy the persistence of this effect exceeds the persistence of the underlying shocks, and the resulting dynamics is indistinguishable from the static models of pricing-to-market in which shocks have a permanent effect on prices.

Presented at the Midwest Macro Meetings 2006, Econometric Society Summer Meeting 2006 (North America) and at the ASSA 2007 Meeting in Chicago.

JEL classification: F41, E32, F31

 

Long–Run Price Elasticity of Trade and the Trade–Comovement Puzzle (with Lukasz A. Drozd)

 

ABSTRACT: Recent studies have found significant support for the positive link between bilateral trade intensity and business cycle comovement of output and TFP in a cross-section of industrialized country pairs. Since this feature of the data is not reproduced by the workhorse model of international business cycle, it is referred to as the trade-comovement puzzle. In this paper, we show that the puzzle is very much related to the failure of the standard theory to account for the high long-run price elasticity of trade flows. We do so by enriching the standard theory with frictions of building market shares and establishing trade relations which generate low short-run price elasticity of trade coexisting with the high long-run price elasticity. We show that when the low short-run elasticity is generated by explicitly modeled frictions of building market shares, the theory can account for 50% and 78% of the trade-comovement relation in the data for output and TFP, respectively.

JEL classification: F41, E32, F31

 

Trade Intensity and the Real Exchange Rate Volatility (with Lukasz A. Drozd) (UNDER REVISION)

 

ABSTRACT: Countries which trade intensively with each other tend to have less volatile bilateral real exchange rates. In addition, the decomposition of the real exchange rate volatility shows that in such cases a larger portion of its volatility comes from variations in the relative price of tradable to non-tradable goods. This paper proposes a theory which accounts for this observation. The key innovation is that the producers face a friction to expand to a larger market. This feature is incorporated into a framework in which domestic and foreign tradable goods are intrinsically close substitutes. The model implies smaller deviations from the law of one price for tradable goods when the domestic country producers hold a larger market share in the foreign partner country. As a result, consistent with the data, more intensive trade relations between countries are associated with a lower volatility of the real exchange rate for tradable goods, lower overall real exchange rate volatility, and a higher fraction of its volatility accounted for by the volatility of the relative price of non-tradable goods to tradable goods.

JEL classification: F41

 (last revision January 2006)