ENDOGENOUS BANKING MARKUP, DISTRIBUTIONAL
CONFLICT AND CAPACITY UTILIZATION
Gilberto Tadeu Lima and Antonio J. A. Meirelles*
University of São Paulo and State University of Campinas, Brazil
ABSTRACT
We develop a post-Keynesian macrodynamic model of productive capacity utilization and income dis-
tribution in which the supply of credit-money is endogenous. Nominal interest rate is set by banks as
a markup over the base rate, which is exogenously determined by the monetary authority. Over time,
banking markup falls with firms’ profit rate on physical capital and rises with the rate of inflation,
whereas the base rate remains unchanged. The dynamic behaviour of the system is analysed for both
cases regarding capacity utilization, namely full utilization and excess capacity, which then makes for
the possibility of multiple equilibria for the state variables real wage and nominal interest rate.
1. INTRODUCTION
In this paper we develop a post-Keynesian dynamic macromodel of produc-
tive capacity utilization, distribution and conflict inflation, in which the
supply of credit-money is endogenous. Nominal interest rate is determined
by banks as a markup over the base rate, which is set by the monetary author-
ity. Over time, banking markup falls with firms’ profit rate on physical capital
and rises with the inflation rate, whereas the base rate varies exogenously. A
rise in the profit rate on physical capital raises firms’ ability to serve out-
standing financial obligations, lowers their perceived risk of default and
therefore leads to a fall in the banking markup. In turn, a rise in the infla-
tion rate raises the banking markup by leading banks to require a higher risk
premium on their loans.
Metroeconomica 54:2 & 3 (2003) 366–384
© Blackwell Publishing Ltd 2003, 9600 Garsington Road, Oxford OX4 2DQ, UK and 350 Main
Street, Malden, MA 02148, USA.
* An earlier version of this paper was presented at the conference entitled Old and New Growth
Theories: An Assessment, held in Pisa, Italy, 5–7 October 2001. We would like to thank, without
implicating, conference participants (and in particular Nelson Barbosa-Filho, Amitava Dutt and
Eckhard Hein), Marc Lavoie and two anonymous referees for their quite helpful comments
and/or suggestions on earlier drafts. Research funding from the Brazilian National Council of
Scientific and Technological Development (CNPq) is gratefully acknowledged as well.