Essays on monetary and banking theory
Ano de defesa: | 2012 |
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Autor(a) principal: | |
Orientador(a): | |
Banca de defesa: | |
Tipo de documento: | Tese |
Tipo de acesso: | Acesso aberto |
Idioma: | eng |
Instituição de defesa: |
Não Informado pela instituição
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Programa de Pós-Graduação: |
Não Informado pela instituição
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Departamento: |
Não Informado pela instituição
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País: |
Não Informado pela instituição
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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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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 |
format |
doctoralThesis |
status_str |
publishedVersion |
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 |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
instname_str |
Fundação Getulio Vargas (FGV) |
instacron_str |
FGV |
institution |
FGV |
reponame_str |
Repositório Institucional do FGV (FGV Repositório Digital) |
collection |
Repositório Institucional do FGV (FGV Repositório Digital) |
bitstream.url.fl_str_mv |
https://repositorio.fgv.br/bitstreams/5ab1a7a3-17d0-4ee4-84d9-f7cf83953a0f/download https://repositorio.fgv.br/bitstreams/4c9e6431-e764-4a07-94a1-4421e9786eb4/download https://repositorio.fgv.br/bitstreams/717f9ad2-485a-4100-adc2-86f46548c0d5/download https://repositorio.fgv.br/bitstreams/43f115eb-a627-45df-9663-2774d5df4fa8/download |
bitstream.checksum.fl_str_mv |
8b49645ceaf7c2b51d6842e8637760cf dfb340242cced38a6cca06c627998fa1 8d0fba11cb8ef5081a056ce0403bc4c6 939808370b5d37fbb7605e4aa37817be |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV) |
repository.mail.fl_str_mv |
|
_version_ |
1813824473064800256 |