Essays on monetary and banking theory

Detalhes bibliográficos
Ano de defesa: 2012
Autor(a) principal: Bertolai, Jefferson Donizeti Pereira
Orientador(a): Cavalcanti, Ricardo de Oliveira
Banca de defesa: Não Informado pela instituição
Tipo de documento: Tese
Tipo de acesso: Acesso aberto
Idioma: eng
Instituição de defesa: Não Informado pela instituição
Programa de Pós-Graduação: Não Informado pela instituição
Departamento: Não Informado pela instituição
País: Não Informado pela instituição
Palavras-chave em Português:
Palavras-chave em Inglês:
Link de acesso: https://hdl.handle.net/10438/10560
Resumo: This thesis is dedicated to the study of both financial instability and dynamics in monetary theory. It is shown that bank runs are costless prevented in the standard model of banking theory when population is not small. An extension is proposed where aggregate uncertainty is more severe and fi nancial stability cost is relevant. Finally, transitions in the distribution of money are shown to be optimal in an economy where exchanges opportunities are scarce and heterogeneous. In particular, optimality of inflation depends on dynamic incentives provided by such transitions. Chapter 1 establishes the costless result for large economies by studying the e ffects of population size in the Peck-Shell analysis of bank runs. In chapter 2, dynamics optimality is studied in Kiyotaki-Wright monetary model when society is able to implement a inflationary policy. Despite adopting the mechanism design approach, this chapter parallels Sargent and Wallace (1981) analysis in highlighting dynamic incentives to the interaction between fiscal and monetary policies. Chapter 3 returns to the issue of financial stability by quantifying the costs involved in optimally designing a run-proof banking sector and by proposing an alternative information structure which allows for insolvent banks. Former analysis shows that optimal stability scheme features high long term interest rates, and the latter that imperfect monitoring can lead to bank runs with insolvency.
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spelling Bertolai, Jefferson Donizeti PereiraEscolas::EPGEMonteiro, Paulo KlingerAraújo, Aloísio Pessoa deCamargo, Bráz Ministério deMadeira, Gabriel de AbreuCavalcanti, Ricardo de Oliveira2013-02-27T12:49:06Z2013-02-27T12:49:06Z2012-08-24BERTOLAI, Jefferson Donizeti Pereira. Essays on monetary and banking theory. Tese (Doutorado em Economia) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.https://hdl.handle.net/10438/10560This thesis is dedicated to the study of both financial instability and dynamics in monetary theory. It is shown that bank runs are costless prevented in the standard model of banking theory when population is not small. An extension is proposed where aggregate uncertainty is more severe and fi nancial stability cost is relevant. Finally, transitions in the distribution of money are shown to be optimal in an economy where exchanges opportunities are scarce and heterogeneous. In particular, optimality of inflation depends on dynamic incentives provided by such transitions. Chapter 1 establishes the costless result for large economies by studying the e ffects of population size in the Peck-Shell analysis of bank runs. In chapter 2, dynamics optimality is studied in Kiyotaki-Wright monetary model when society is able to implement a inflationary policy. Despite adopting the mechanism design approach, this chapter parallels Sargent and Wallace (1981) analysis in highlighting dynamic incentives to the interaction between fiscal and monetary policies. Chapter 3 returns to the issue of financial stability by quantifying the costs involved in optimally designing a run-proof banking sector and by proposing an alternative information structure which allows for insolvent banks. Former analysis shows that optimal stability scheme features high long term interest rates, and the latter that imperfect monitoring can lead to bank runs with insolvency.Esta tese de Doutorado é dedicada ao estudo de instabilidade financeira e dinâmica em Teoria Monetária. E demonstrado que corridas bancárias são eliminadas sem custos no modelo padrão de teoria bancária quando a população não é pequena. É proposta uma extensão em que incerteza agregada é mais severa e o custo da estabilidade financeira é relevante. Finalmente, estabelece-se otimalidade de transições na distribuição de moeda em economias em que oportunidades de trocas são escassas e heterogêneas. Em particular, otimalidade da inflação depende dos incentivos dinâmicos proporcionados por tais transições. O capítulo 1 estabelece o resultado de estabilidade sem custos para economias grandes ao estudar os efeitos do tamanho populacional na análise de corridas bancárias de Peck & Shell. No capítulo 2, otimalidade de dinâmica é estudada no modelo de monetário de Kiyotaki & Wright quando a sociedade é capaz de implementar uma política inflacion ária. Apesar de adotar a abordagem de desenho de mecanismos, este capí tulo faz um paralelo com a análise de Sargent & Wallace (1981) ao destacar efeitos de incentivos dinâmicos sobre a interação entre as políticas monetária e fiscal. O capítulo 3 retoma o tema de estabilidade financeira ao quantificar os custos envolvidos no desenho ótimo de um setor bancário à prova de corridas e ao propor uma estrutura informacional alternativa que possibilita bancos insolventes. A primeira análise mostra que o esquema de estabilidade ótima exibe altas taxas de juros de longo prazo e a segunda que monitoramento imperfeito pode levar a corridas bancárias com insolvência.engMonetary theoryBanking theoryFinancial fragilityTeoria monetáriaTeoria bancáriaFragilidade financeiraEconomiaMoedaBancosPolítica monetáriaEssays on monetary and banking theoryinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALthesis3.pdfthesis3.pdfPDFapplication/pdf652761https://repositorio.fgv.br/bitstreams/5ab1a7a3-17d0-4ee4-84d9-f7cf83953a0f/download8b49645ceaf7c2b51d6842e8637760cfMD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/4c9e6431-e764-4a07-94a1-4421e9786eb4/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTthesis3.pdf.txtthesis3.pdf.txtExtracted 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dc.title.eng.fl_str_mv Essays on monetary and banking theory
title Essays on monetary and banking theory
spellingShingle Essays on monetary and banking theory
Bertolai, Jefferson Donizeti Pereira
Monetary theory
Banking theory
Financial fragility
Teoria monetária
Teoria bancária
Fragilidade financeira
Economia
Moeda
Bancos
Política monetária
title_short Essays on monetary and banking theory
title_full Essays on monetary and banking theory
title_fullStr Essays on monetary and banking theory
title_full_unstemmed Essays on monetary and banking theory
title_sort Essays on monetary and banking theory
author Bertolai, Jefferson Donizeti Pereira
author_facet Bertolai, Jefferson Donizeti Pereira
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.member.none.fl_str_mv Monteiro, Paulo Klinger
Araújo, Aloísio Pessoa de
Camargo, Bráz Ministério de
Madeira, Gabriel de Abreu
dc.contributor.author.fl_str_mv Bertolai, Jefferson Donizeti Pereira
dc.contributor.advisor1.fl_str_mv Cavalcanti, Ricardo de Oliveira
contributor_str_mv Cavalcanti, Ricardo de Oliveira
dc.subject.eng.fl_str_mv Monetary theory
Banking theory
Financial fragility
topic Monetary theory
Banking theory
Financial fragility
Teoria monetária
Teoria bancária
Fragilidade financeira
Economia
Moeda
Bancos
Política monetária
dc.subject.por.fl_str_mv Teoria monetária
Teoria bancária
Fragilidade financeira
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Moeda
Bancos
Política monetária
description This thesis is dedicated to the study of both financial instability and dynamics in monetary theory. It is shown that bank runs are costless prevented in the standard model of banking theory when population is not small. An extension is proposed where aggregate uncertainty is more severe and fi nancial stability cost is relevant. Finally, transitions in the distribution of money are shown to be optimal in an economy where exchanges opportunities are scarce and heterogeneous. In particular, optimality of inflation depends on dynamic incentives provided by such transitions. Chapter 1 establishes the costless result for large economies by studying the e ffects of population size in the Peck-Shell analysis of bank runs. In chapter 2, dynamics optimality is studied in Kiyotaki-Wright monetary model when society is able to implement a inflationary policy. Despite adopting the mechanism design approach, this chapter parallels Sargent and Wallace (1981) analysis in highlighting dynamic incentives to the interaction between fiscal and monetary policies. Chapter 3 returns to the issue of financial stability by quantifying the costs involved in optimally designing a run-proof banking sector and by proposing an alternative information structure which allows for insolvent banks. Former analysis shows that optimal stability scheme features high long term interest rates, and the latter that imperfect monitoring can lead to bank runs with insolvency.
publishDate 2012
dc.date.issued.fl_str_mv 2012-08-24
dc.date.accessioned.fl_str_mv 2013-02-27T12:49:06Z
dc.date.available.fl_str_mv 2013-02-27T12:49:06Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/doctoralThesis
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dc.identifier.citation.fl_str_mv BERTOLAI, Jefferson Donizeti Pereira. Essays on monetary and banking theory. Tese (Doutorado em Economia) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/10560
identifier_str_mv BERTOLAI, Jefferson Donizeti Pereira. Essays on monetary and banking theory. Tese (Doutorado em Economia) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.
url https://hdl.handle.net/10438/10560
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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repository.name.fl_str_mv Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)
repository.mail.fl_str_mv
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