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Capital flows & current account deficits in the 1990s: why did Latin America & East Asian countries respond differently?

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Angelos A. Antzoulatos

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Abstract

The return of private capital to highly indebted less-developed countries (LDCs) in the late 1980s was accompanied by widening current account deficits in the recipient countries, which were primarily attributed to a consumption boom in Latin America and an investment surge in East Asia. Interpreting the return as an increase in the external debt ceiling, the maximum amount that can be borrowed, this paper analyzes and compares the different response of the two regions using the conceptual framework of a borrowing-constrained agent. According to it, an increase in the debt ceiling can reduce precautionary savings, and induce higher demand (and widening current account deficits) even when the borrowing constraint does not bind. Moreover, the increase in demand should be decreasing in the original ceiling. The results from a panel of fourteen Latin American and a panel of eight East Asian countries are consistent with the framework. They also indicate that the different response of the two regions can, to a large extent, be explained by Latin America's lower ceiling prior to the return. Further, the results identify several developments that have not received sufficient attention in the literature and, among other policy implications, suggest that controls on capital inflows may not be effective in preventing a current account deterioration.

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Paper provided by Federal Reserve Bank of New York in its series Research Paper with number 9610.

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Date of creation: 1996
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Handle: RePEc:fip:fednrp:9610

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Keywords: Balance of payments ; East Asia ; Capital movements ; Developing countries ; Debts; External ; Latin America;

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  1. Michael P. Dooley & Eduardo Fernandez-Arias & Kenneth M. Kletzer, 1994. "Recent Private Capital Inflows to Developing Countries: Is the Debt Crisis History?," NBER Working Papers 4792, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1995. "The Collapse of the Mexican Peso: What Have We Learned?," NBER Working Papers 5142, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Antzoulatos, Angelos A, 1994. "Credit Rationing and Rational Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 182-202, May. [Downloadable!] (restricted)
  4. Zeldes, Stephen P, 1989. "Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence," The Quarterly Journal of Economics, MIT Press, vol. 104(2), pages 275-98, May. [Downloadable!] (restricted)
    Other versions:
  5. Chuhan, Punam & Claessens,Constantijn A. & Mamingi, Nlandu, 1993. "Equity and bond flows to Asia and Latin America : the role of global and country factors," Policy Research Working Paper Series 1160, The World Bank. [Downloadable!]
  6. Reuven Glick & Ramon Moreno, 1994. "Capital flows and monetary policy in East Asia," Pacific Basin Working Paper Series 94-08, Federal Reserve Bank of San Francisco.
  7. Calvo, Sara & Reinhart, Carmen, 1996. "Capital flows to Latin America : Is there evidence of contagion effects?," Policy Research Working Paper Series 1619, The World Bank. [Downloadable!]
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  8. Deaton, Angus, 1991. "Saving and Liquidity Constraints," Econometrica, Econometric Society, vol. 59(5), pages 1221-48, September. [Downloadable!] (restricted)
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  9. Mas, Ignacio, 1995. "Things Governments Do to Money: A Recent History of Currency Reform Schemes and Scams," Kyklos, Blackwell Publishing, vol. 48(4), pages 483-512.
  10. Xu, Xiaonian, 1995. "Precautionary Savings under Liquidity Constraints: A Decomposition," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(3), pages 675-90, August. [Downloadable!] (restricted)
  11. Guillermo Calvo & Carmen Reinhart & Leonardo Leiderman, 1993. "The Capital Inflows Problem: Concepts and Issues," IMF Policy Discussion Papers 93/10, International Monetary Fund.
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  12. Mark M. Spiegel, 1995. "Sterilization of capital inflows through the banking sector: evidence from Asia," Pacific Basin Working Paper Series 95-06, Federal Reserve Bank of San Francisco. [Downloadable!]
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  13. Calvo, Guillermo A & Leiderman, Leonardo, 1993. "The Capital Inflows Problem: Concepts and Issues," IMF Papers on Policy Analysis and Assessments 93/10, International Monetary Fund.
  14. Ratna Sahay & Guillermo Calvo & Carlos A. Végh Gramont, 1995. "Capital Flows in Central and Eastern Europe: Evidence and Policy Options," IMF Working Papers 95/57, International Monetary Fund.
  15. Guillermo Calvo & Carmen Reinhart & Leonardo Leiderman, 1992. "Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors," IMF Working Papers 92/62, International Monetary Fund.
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  16. Thomas Laursen & Juan Jose Fernandez-Ansola, 1995. "Historical Experience with Bond Financing to Developing Countries," IMF Working Papers 95/27, International Monetary Fund.
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