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Beliefs and the net worth trap

Abstract:

We develop a tractable framework to explore how beliefs about long-term economic growth shape macroeconomic and financial stability. By modeling belief distortions among productive capital users, we provide an analytical characterization of a novel phenomenon termed the “net worth trap”, wherein overly optimistic or pessimistic beliefs among productive agents prevent them from rebuilding wealth, causing permanent inefficiencies. A procyclical swing in beliefs reduces or exacerbates the instability, indicating that the type of belief when the economy is vulnerable has important consequences on financial stability and macroeconomic dynamics.

Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1016/j.jet.2025.106033

Authors

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Institution:
University of Oxford
Division:
SSD
Department:
Saïd Business School
Oxford college:
Green Templeton College
Role:
Author
ORCID:
0009-0008-5671-2783


Publisher:
Elsevier
Journal:
Journal of Economic Theory More from this journal
Volume:
227
Article number:
106033
Publication date:
2025-05-26
Acceptance date:
2025-05-17
DOI:
EISSN:
1095-7235
ISSN:
0022-0531


Language:
English
Keywords:
Pubs id:
2126906
Local pid:
pubs:2126906
Deposit date:
2025-05-29
ARK identifier:

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