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Modeling the Currency Structure of Bank Deposits: Does the Ratchet Effect Matter?

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Author Info

  • Georgy Idrisov

    (Gaidar Institute for Economic Policy)

  • Lev Freinkman

    (Gaidar Institute for Economic Policy)

Abstract

Modeling Currency Structure of Bank Deposits

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File URL: http://www.iep.ru/files/RePEc/gai/wpaper/0005Idrisov-Freinkman.pdf
File Function: Revised version, 2009
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Bibliographic Info

Paper provided by Gaidar Institute for Economic Policy in its series Working Papers with number 0005.

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Length: 11637 words
Date of creation: 2009
Date of revision: 2009
Handle: RePEc:gai:wpaper:0005

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Related research

Keywords: Modeling currency structure; Ratchet effect; Bank deposits;

References

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  1. Feige,E.L., 2003. "The dynamics of currency substitution, asset substitution and de facto dollarization and euroization in transition countries," Working papers 3, Wisconsin Madison - Social Systems.
  2. Joannes Mongardini & Johannes Mueller, 2000. "Ratchet Effects in Currency Substitution: An Application to the Kyrgyz Republic," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 3.
  3. Faruk Seļuk, 1997. "GMM estimation of currency substitution in a high-inflation economy: evidence from Turkey," Applied Economics Letters, Taylor & Francis Journals, vol. 4(4), pages 225-227.
  4. de Vries, Casper G, 1988. "Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 512-15, August.
  5. Liliana Rojas-Suárez, 1992. "Currency Substitution and Inflation in Peru," IMF Working Papers 92/33, International Monetary Fund.
  6. Marquez, Jaime, 1987. "Money demand in open economies: A currency substitution model for Venezuela," Journal of International Money and Finance, Elsevier, vol. 6(2), pages 167-178, June.
  7. Michael D. Bordo & Ehsan U. Choudhri, 1980. "Currency Substitution and the Semand for Money: Some Evidence for Canada," UCLA Economics Working Papers 190, UCLA Department of Economics.
  8. Fridman Alla & Verbetsky Aleksey, 2001. "Currency Substitution in Russia," EERC Working Paper Series 01-05e, EERC Research Network, Russia and CIS.
  9. C. L. Ramirez-Rojas, 1985. "Currency Substitution in Argentina, Mexico, and Uruguay (Substitution de monnaie en Argentine, au Mexique et en Uruguay) (Sustitución de moneda en Argentina, México y Uruguay)," IMF Staff Papers, Palgrave Macmillan, vol. 32(4), pages 629-667, December.
  10. Thomas, Lee R, 1985. "Portfolio Theory and Currency Substitution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(3), pages 347-57, August.
  11. Harrison , Barry & Vymyatnina, Yulia, 2007. "Currency substitution in a de-dollarizing economy: The case of Russia," BOFIT Discussion Papers 3/2007, Bank of Finland, Institute for Economies in Transition.
  12. Gruben, William C & Welch, John H, 1996. "Default Risk and Dollarization in Mexico," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(3), pages 393-401, August.
  13. Girton, Lance & Roper, Don E, 1981. "Theory and Implications of Currency Substitution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(1), pages 12-30, February.
  14. Miles, Marc A, 1978. "Currency Substitution, Flexible Exchange Rates, and Monetary Independence," American Economic Review, American Economic Association, vol. 68(3), pages 428-36, June.
  15. Mohamed El-Erian, 1988. "Currency Substitution in Egypt and the Yemen Arab Republic: A Comparative Quantitative Analysis," IMF Staff Papers, Palgrave Macmillan, vol. 35(1), pages 85-103, March.
  16. Dallas S. Batten & R. W. Hafer, 1984. "Currency substitution: a test of its importance," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 5-11.
  17. Sharma, Subhash C. & Kandil, Magda & Chaisrisawatsuk, Santi, 2005. "Currency substitution in Asian countries," Journal of Asian Economics, Elsevier, vol. 16(3), pages 489-532, June.
  18. Imrohoroglu, Selahattin, 1994. "GMM Estimates of Currency Substitution between the Canadian Dollar and the U.S. Dollar," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(4), pages 792-807, November.
  19. Oomes, Nienke & Ohnsorge, Franziska, 2005. "Money demand and inflation in dollarized economies: The case of Russia," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 462-483, September.
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