Vivek Sharma
I am an Assistant Professor at Alliance School of Economics, Bangalore. I am also a Fellow at Arcelli Center for Monetary and Financial Studies (CASMEF), Rome and a Research Associate at Center for Applied Macroeconomic Analysis (CAMA), Canberra. I previously held visiting research appointments at Indian Statistical Institute (Delhi), University of Lancaster and University of Melbourne. I have a PhD in Economics from LUISS, Rome.
My research lies at the intersection of macroeconomics, banking, and finance. Using quantitative DSGE models, I study how persistent bank-firm lending relationships and the structure of financial intermediation shape credit dynamics, business cycle fluctuations, and financial crises. My work explores how these mechanisms generate and propagate macro-financial dynamics in response to changes in credit conditions, financial disturbances, and expectations.
My research lies at the intersection of macroeconomics, banking, and finance. Using quantitative DSGE models, I study how persistent bank-firm lending relationships and the structure of financial intermediation shape credit dynamics, business cycle fluctuations, and financial crises. My work explores how these mechanisms generate and propagate macro-financial dynamics in response to changes in credit conditions, financial disturbances, and expectations.
Publications
- Lending Relationships and Boom-Bust Cycles (2026), Journal of Financial Stability
- Real Effects of Bank Shocks (2025), Journal of Financial Stability
Working Papers
- Corporate Credit Booms and Heterogeneous Output Losses, submitted, PDF
- Why Do Recoveries from Financial Crises Take So Long?, submitted
- The (Un)Intended Consequences of Loan-to-Value Ratio Tightening, submitted
- When Valuations Lead Credit: Commercial Real Estate and Financial Crises, submitted
- Credit Booms without Credit Expansion
- Reckless Banking and Endogenous Financial Crises
- The Consequences of Bank Funding Shocks