Remittances and Macroeconomic Volatility in African Countries /

This paper investigates the channels through which remittances affect macroeconomic volatility in African countries using a dynamic stochastic general equilibrium (DSGE) model augmented with financial frictions. Empirical results indicate that remittances-as a share of GDP-have a significant smoothi...

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מחבר ראשי: Jidoud, Ahmat
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2015.
סדרה:IMF Working Papers; Working Paper ; No. 2015/049
גישה מקוונת:Full text available on IMF
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245 1 0 |a Remittances and Macroeconomic Volatility in African Countries /  |c Ahmat Jidoud. 
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300 |a 1 online resource (37 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 investigates the channels through which remittances affect macroeconomic volatility in African countries using a dynamic stochastic general equilibrium (DSGE) model augmented with financial frictions. Empirical results indicate that remittances-as a share of GDP-have a significant smoothing impact on output volatility but their impact on consumption volatility is somewhat small. Furthermore, remittances are found to absorb a substantial amount of GDP shocks in these countries. An investigation of the theoretical channels shows that the stabilization impact of remittances essentially hinges on two channels: (i) the size of the negative wealth effect on labor supply induced by remittances and, (ii) the strength of financial frictions and the ability of remittances to alleviate these frictions. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2015/049 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2015/049/001.2015.issue-049-en.xml  |z IMF e-Library