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Term of Trade Shocks in a Monetary Union: an Application to West-Africa

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Author Info
Loic Batte
Agnes Benassy-Quere
Benjamin Carton
Gilles Dufrenot

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Abstract

We propose a two-country DSGE model of the Dutch disease in a monetary union, calibrated on Nigeria and WAEMU. Three monetary regimes are successively studied at the union level: a flexible exchange rate with constant money supply, a flexible exchange rate with an accommodating monetary policy, and a fixed exchange rate regime. We find that, in the face of oil shocks, the most stabilizing regime for Nigeria is a fixed money supply whereas it is a fixed exchange rate for WAEMU. However, the introduction of an oil stabilization fund can reduce the disagreement on the common policy rule. Furthermore, the two zones may agree on a fixed money-supply rule in the face of both oil and agricultural price shocks.

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Paper provided by CEPII research center in its series Working Papers with number 2009-07.

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Date of creation: Apr 2009
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Handle: RePEc:cii:cepidt:2009-07

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Related research
Keywords: Dutch disease; DSGE; monetary union; optimal monetary policy;

Find related papers by JEL classification:
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
Q33 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Resource Booms (Dutch Disease)

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This page was last updated on 2009-11-18.


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