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Review of Finance Vol. 25 No. 5 2021

Stress Tests, Entrepreneurship, and Innovation

Sebastian Doerr

Bank for International Settlements

Abstract

This article shows that postcrisis stress tests have negative effects on entrepreneurship and innovation at young firms. Exploiting unique data on business-related home equity loans in Home Mortgage Disclosure Act, I show that stress-tested banks strongly cut small business loans secured by home equity, an important source of financing for entrepreneurs. Lower credit supply leads to a relative decline in entrepreneurship in counties with higher exposure to stress-tested banks. The decline is stronger in sectors with a higher share of young firms using home equity financing, that is, in which the reduction in credit hits hardest. More-exposed counties also see a decline in young firms’ patent applications as well as labor productivity, reflecting young firms’ disproportionate contribution to growth.

DOI
10.1093/rof/rfab007
Volume
25
Issue
5
Pages
1609-1637
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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