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Financial Dollarization Equilibria: A Framework for Policy Analysis

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Author Info
Alain Ize
Abstract

Rapidly rising dollarization and numerous related financial crises in recent years have heightened the need for policy action. This paper contributes to the policy debate by presenting a common analytic framework that examines the roots of de facto financial dollarization under different economic environments and analyzes its interplay with monetary and prudential policies. In addition to providing a systematic analysis of the existence, stability, and multiplicity of dollarization equilibria, the paper makes a few novel contributions. In particular, it stresses the key role played by monetary policy endogeneity and identifies the underlying determinants of the peso premium that are responsible for inducing a preference for the dollar in financial transactions.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 05/186.

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Length: 30 pages
Date of creation: 30 Sep 2005
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Handle: RePEc:imf:imfwpa:05/186

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Related research
Keywords: Dollarization Monetary policy Financial crisis Credit Risk premium Economic models

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Galindo, Arturo & Panizza, Ugo & Schiantarelli, Fabio, 2003. "Debt composition and balance sheet effects of currency depreciation: a summary of the micro evidence," Emerging Markets Review, Elsevier, vol. 4(4), pages 330-339, December. [Downloadable!] (restricted)
  2. Nicolo, Gianni De & Honohan, Patrick & Ize, Alain, 2005. "Dollarization of bank deposits: Causes and consequences," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1697-1727, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Alain Ize & Eduardo Levy Yeyati, 2005. "Financial De-Dollarization: Is It for Real?," IMF Working Papers 05/187, International Monetary Fund. [Downloadable!]
    Other versions:
  2. Henrique S. Basso & Oscar Calvo-Gonzalez & Marius Jurgilas, 2007. "Financial dollarization - the role of banks and interest rates," Working Paper Series 748, European Central Bank. [Downloadable!]
  3. Robert Rennhack & Masahiro Nozaki, 2006. "Financial Dollarization in Latin America," IMF Working Papers 06/7, International Monetary Fund. [Downloadable!]
  4. Juan F. Castro & Eduardo MorĂ³n, 2005. "Financial Dollarization and the Size of the Fear," Macroeconomics 0509027, EconWPA. [Downloadable!]
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This page was last updated on 2008-9-22.


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