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Modeling with Macro-Financial Linkages: Credit and Policy Shocks in Emerging Markets

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Author Info
Inci Ötker
Jaromir Benes
David Vávra

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Abstract

This paper develops a stylized, small, open economy macro model that incorporates an explicit and non-trivial role for financial intermediation. It illustrates how such a model could be used for policy analysis in an emerging market economy where policymakers are concerned about risks associated with rapid credit growth, financial dollarization, and foreign borrowing, while lacking traditional tools to effect monetary policy transmission, and hence could resort to more direct instruments, such as foreign exchange market intervention and regulatory and administrative measures. Calibrating the model to a stylized emerging European economy, the paper simulates real and financial sector implications of various external and policy-related shocks that could be used as input for monetary policy making.

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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 09/123.

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Length: 34 pages
Date of creation: 08 Jun 2009
Date of revision:
Handle: RePEc:imf:imfwpa:09/123

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Related research
Keywords: Banks ; Central banks ; Credit controls ; Credit expansion ; Credit risk ; Dollarization ; Economic models ; Emerging markets ; External borrowing ; External shocks ; Financial intermediation ; Financial sector ; Loans ; Monetary policy ;

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This page was last updated on 2009-11-20.


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