Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts /

We find that inflation, output and the stance of monetary policy do not typically display unusual behavior ahead of asset price busts. By contrast, credit, shares of investment in GDP, current account deficits, and asset prices typically rise, providing useful, if not perfect, leading indicators of...

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Detaylı Bibliyografya
Yazar: Scott, Alasdair
Diğer Yazarlar: Kannan, Prakash, Rabanal, Pau
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2009.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2009/252
Online Erişim:Full text available on IMF
Diğer Bilgiler
Özet:We find that inflation, output and the stance of monetary policy do not typically display unusual behavior ahead of asset price busts. By contrast, credit, shares of investment in GDP, current account deficits, and asset prices typically rise, providing useful, if not perfect, leading indicators of asset price busts. These patterns could also be observed in the build-up to the current crisis. Monetary policy was not the main, systematic cause of the current crisis. But, with inflation typically under control, central banks effectively accommodated these growing imbalances, raising the risk of damaging busts.
Diğer Bilgileri:<strong>Off-Campus Access:</strong> No User ID or Password Required
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Fiziksel Özellikler:1 online resource (39 pages)
Materyal Türü:Mode of access: Internet
ISSN:1018-5941
Erişim:Electronic access restricted to authorized BRAC University faculty, staff and students