Beware of Emigrants Bearing Gifts : Optimal Fiscal and Monetary Policy in the Presence of Remittances /

This paper uses a stochastic dynamic general equilibrium model to investigate the influence of countercyclical remittances on the conduct of fiscal and monetary policy and trace their effects on real and nominal variables in a business cycle setting. We show that remittances raise disposable income...

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Autor principal: Gapen, Michael
Altres autors: Chami, Ralph, Cosimano, Thomas
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2006.
Col·lecció:IMF Working Papers; Working Paper ; No. 2006/061
Accés en línia:Full text available on IMF
Descripció
Sumari:This paper uses a stochastic dynamic general equilibrium model to investigate the influence of countercyclical remittances on the conduct of fiscal and monetary policy and trace their effects on real and nominal variables in a business cycle setting. We show that remittances raise disposable income and consumption, and insure against income shocks, thereby raising household welfare. However, remittances increase the correlation between labor and output, thereby producing a more volatile business cycle and increasing output and labor market risk. Optimal monetary policy in the presence of remittances deviates from the Friedman rule, highlighting the need for independent government policy instruments.
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Descripció física:1 online resource (51 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Accés:Electronic access restricted to authorized BRAC University faculty, staff and students