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External Shocks and Macroeconomic Policy: Simulations with EUROMON

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Author Info
M. Demertzis
L. de Haan

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Abstract

We carry out a number of policy simulations with DNB's multicountry model, EUROMON. With these simulations we aim to analyse the effectiveness of monetary and fiscal expansion in light of the current global downturn in the US and the Euro area. We thus run two types of simulations in which we examine first, the real and nominal effects of the interest rate reductions implemented over the past year (2002) in both the US and the EU and second compare, the effects of similar macro policies applied across the two continents. Lastly, we investigate the extent to which the current European monetary union creates greater stability for the European economy when faced with external shocks, compared to Europe's resilience under the previous Exchange Rate Mechanism.

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File URL: http://www.dnb.nl/binaries/wo0669_tcm46-145971.pdf
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Publisher Info
Paper provided by Netherlands Central Bank, Research Department in its series WO Research Memoranda (discontinued) with number 669.

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Date of creation: 2001
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Handle: RePEc:dnb:wormem:669

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Web page: http://www.dnb.nl/en/
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Related research
Keywords: EUROMON; effectiveness of monetary and fiscal policy.;

Find related papers by JEL classification:
E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation

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This page was last updated on 2009-12-6.


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