Aftermath of Banking Crises : Effectson Real and Monetary Variables /

In this paper a simple optimizing model is developed to analyze the implications of a banking crisis. Banks are incorporated by assuming that they intermediate funds between firms and households. It is shown that when depositors perceive the quality of deposits to have deteriorated, they switch from...

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Podrobná bibliografie
Hlavní autor: Gupta, Poonam
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2000.
Edice:IMF Working Papers; Working Paper ; No. 2000/096
On-line přístup:Full text available on IMF
Popis
Shrnutí:In this paper a simple optimizing model is developed to analyze the implications of a banking crisis. Banks are incorporated by assuming that they intermediate funds between firms and households. It is shown that when depositors perceive the quality of deposits to have deteriorated, they switch from deposits to cash. Because of the higher cost of liquidity, consumption, M2 and the M2 multiplier decline, interest rates on deposits and loans increase and output contracts. The findings of the paper match the key stylized facts of banking crises.
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Fyzický popis:1 online resource (25 pages)
Médium:Mode of access: Internet
ISSN:1018-5941
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