### Table 6: Borrowing constraints and bequests.

2003

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### Table 3. Parameter Values for Economies with Participation Constraints

2003

"... In PAGE 54: ... Results are reported for two experiments that compare repayment incentives and borrowing constraints for economies with risk aversion coefficients set at 2 and 5 respectively. Table3 presents the parameter values used in the two experiments. Figure 12 plots the values of repayment and autarky under high and low productivity states as a function of the foreign bond position.... ..."

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### Table 4: Stock Borrowing fee (Section 2.2) example.

2006

"... In PAGE 30: ...ature of equation (2.7). 8.2 Stock Borrowing Fees Table4 shows the data used for the stock borrowing fee problem described in Section 2.2.... In PAGE 32: ...ee example as described in Section 2.2. Crank Nicolson incorporates the modification suggested in [41]. Input parameters are given in Table4 . Straddle payoff (8.... In PAGE 33: ...he modification suggested in [41]. Stock borrowing fee example as described in Section 2.2. Input parameters are given in Table4 .... In PAGE 34: ...4 (HJBI equation). Input parameters are given in Table4 .... In PAGE 35: ...4 (HJBI equation). Input parameters are given in Table4 .... In PAGE 35: ...4 (HJBI equation). Input parameters are given in Table4 . Straddle payoff (8.... In PAGE 36: ...4 (HJBI equation). Input parameters are given in Table4 . Straddle payoff (8.... In PAGE 37: ...2, long position with American early exercise. Input parameters are given in Table4 . Explicit evaluation of American constraint and piecewise constant policy timestepping (Section 7).... ..."

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### Table 16: Median amount disbursed for the most recent loan for borrowers in the population by sector and by sequence

1998

"... In PAGE 4: ...able 15: Distribution of amount disbursed for the most recent loan by sector ...........................20 Table16 : Median amount disbursed for the most recent loan for borrowers in the population by sector and by sequence.... In PAGE 24: ....2.10 Amount disbursed by sector and by sequence{tc \l3 quot;2.2.10 Amount disbursed by sector and by sequence} Crops is the only sector where the median amount disbursed seems to increase with the number of loans ( Table16 ). The increase is small and slow, and borrowers for crops start with the smallest loans of all five sectors.... In PAGE 26: ... This is nice, but without a lot more data, descriptive and non-parametric statistics cannot control for the effects on the amount disbursed of more than one or two other variables. For example, Table16 controls for the effects of sequence and sector of activity on the amount disbursed, but about half the cells cannot be used since they have too few data points. Regression analysis controls for more variables at the cost of introducing constraints on the functional relationship between them.... ..."

### Table 1. Parameter Values for the Calibrated Deterministic Stationary State

2003

"... In PAGE 31: ... Mendoza (2002) calibrates the liquidity requirements model to Mexican data and produces numerical simulations to examine the effects of the borrowing constraint on macroeconomic dynamics and welfare. The calibration parameters are reproduced in Table1 . Figure 4 plots the ergodic distributions of foreign bond holdings with and without the liquidity requirement.... ..."

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### Table 3: Summary of financial statistics for major industrialized areas.

"... In PAGE 11: ... The section provides a parallel between those statistics and the parameters that in the model characterize the banking sector. Table3 shows data for corporate debt securities for the main currency areas16.Itisalready evident that borrowing constraints are tighter in the Euro area and Japan with respect to US and UK.... ..."

### Table 8: Convergence for fully implicit timestepping using an explicit evaluation of the American constraint. (Section 4) and the discrete equations solved using the policy iteration method (6.7). Stock borrowing fee example as described in Section 2.4 (HJBI equation). Input parameters are given in Table 4. Straddle payoff (8.1), option values reported at S = 100, t = 0. American early exercise.

2006

"... In PAGE 34: ...2.4 HJBI Example: Piecewise Constant Controls Table8 shows a convergence study of the solution to the HJBI problem, but this time we evaluate the American constraint in explicit fashion at the end of each timestep. This corresponds to using implicit controls for the inf control in equation (2.... ..."

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### Table 1 Effects of the Tightness of Income Based Constraints on Endogenous Variables

"... In PAGE 13: ... Table1 shows that the looser the constraint, the greater is expected future consumption and its ex ante variability, based on first-period information. Both effects are direct consequences of the result that looser constraints allow more current and expected future borrowing and stockholding, not only as levels but also as asset- to-income ratios.... ..."

### Table 2: Private borrowers. No weights

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