IMF Staff Papers, Volume 49, No. 3.

This paper empirically investigates the monetary impact of banking crises in Chile, Colombia, Denmark, Japan, Kenya, Malaysia, and Uruguay during 1975-98. Cointegration analysis and error correction modeling are used to research two issues: (i) whether money demand stability is threatened by banking...

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Dettagli Bibliografici
Ente Autore: International Monetary Fund. Research Dept
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2002.
Serie:IMF Staff Papers; IMF Staff Papers ; No. 2002/004
Accesso online:Full text available on IMF
Descrizione
Riassunto:This paper empirically investigates the monetary impact of banking crises in Chile, Colombia, Denmark, Japan, Kenya, Malaysia, and Uruguay during 1975-98. Cointegration analysis and error correction modeling are used to research two issues: (i) whether money demand stability is threatened by banking crises; and (ii) whether crises lead to structural breaks in the relation between monetary indicators and prices. Overall, no systematic evidence that banking crises cause money demand instability is found. The paper also analyzes inflation targeting in the context of the IMF-supported adjustment programs.
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Descrizione fisica:1 online resource (260 pages)
Natura:Mode of access: Internet
ISSN:1020-7635
Accesso:Electronic access restricted to authorized BRAC University faculty, staff and students