Fiscal and Monetary Nexus in Emerging Market Economies : How Does Debt Matter? /

This paper examines two main aspects of the interaction between fiscal and monetary policy in emerging market economies. First, it explores the interest rate-inflation relationship in economies with different levels of external and domestic public debt using panel- and crosssection data. The results...

Descripción completa

Detalles Bibliográficos
Autor principal: Vasishtha, Garima
Otros Autores: Baig, Taimur, Kumar, Manmohan, Zoli, Edda
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2006.
Colección:IMF Working Papers; Working Paper ; No. 2006/184
Acceso en línea:Full text available on IMF
LEADER 01909cas a2200277 a 4500
001 AALejournalIMF004284
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451864441 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Vasishtha, Garima. 
245 1 0 |a Fiscal and Monetary Nexus in Emerging Market Economies :   |b How Does Debt Matter? /  |c Garima Vasishtha, Taimur Baig, Manmohan Kumar, Edda Zoli. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2006. 
300 |a 1 online resource (43 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper examines two main aspects of the interaction between fiscal and monetary policy in emerging market economies. First, it explores the interest rate-inflation relationship in economies with different levels of external and domestic public debt using panel- and crosssection data. The results show that interest rate-inflation elasticity weakens with debt/GDP and external debt/GDP. Second, it utilizes high-frequency data from Brazil, Turkey, and Poland to examine how market-determined variables react to economic news. The results suggest that when vulnerabilities are high, budget news has the most significant impact on country spreads and interest rates, and the impact of monetary policy is weakened. 
538 |a Mode of access: Internet 
700 1 |a Baig, Taimur. 
700 1 |a Kumar, Manmohan. 
700 1 |a Zoli, Edda. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2006/184 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2006/184/001.2006.issue-184-en.xml  |z IMF e-Library