Synergies Between Monetary and Macroprudential Policies in Thailand /

A dynamic stochastic general equilibrium (DSGE) model tailored to the Thai economy is used to explore the performance of alternative monetary and macroprudential policy rules when faced with shocks that directly impact the financial cycle. In this context, the model shows that a monetary policy focu...

Fuld beskrivelse

Bibliografiske detaljer
Hovedforfatter: Fukunaga, Ichiro
Andre forfattere: Saenz, Manrique
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2020.
Serier:IMF Working Papers; Working Paper ; No. 2020/083
Online adgang:Full text available on IMF
Beskrivelse
Summary:A dynamic stochastic general equilibrium (DSGE) model tailored to the Thai economy is used to explore the performance of alternative monetary and macroprudential policy rules when faced with shocks that directly impact the financial cycle. In this context, the model shows that a monetary policy focused on its traditional inflation and output objectives accompanied by a well targeted counter-cyclical macroprudential policy yields better macroeconomic outcomes than a lean-against-the-wind monetary policy rule under a wide range of assumptions.
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Fysisk beskrivelse:1 online resource (28 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Adgang:Electronic access restricted to authorized BRAC University faculty, staff and students