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The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade

The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade »

Source: The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade

Volume/Issue: 1990/109

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

ISBN: 9781451946055

Keywords: capital controls, capital stock, probability distribution, domestic capital, standard deviation

A dynamic stochastic equilibrium model of a small open economy is used to quantify the macroeconomic effects of introducing capital controls to stabilize the balance of trade. This model focuses on the role of inte...

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds »

Source: Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Volume/Issue: 2010/9

Series: IMF Working Papers

Author(s): Aaron Howard Clifford Brown , Michael Papaioannou , and Iva Petrova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451961904

Keywords: Macrofinancial Linkages, bonds, government bonds, correlation, covariance, standard deviation,

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic ass...

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies »

Source: A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies

Volume/Issue: 1992/14

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1992

ISBN: 9781451924121

Keywords: terms of trade, correlation, elasticity of substitution, standard deviation, import prices

This paper provides a numerical analysis of an intertemporal equilibrium model of a small open, barter economy that is subject to random shocks affecting endowments, the terms of trade, and the real interest rate....

The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade

The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade »

Volume/Issue: 1990/109

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

DOI: http://dx.doi.org/10.5089/9781451946055.001

ISBN: 9781451946055

Keywords: capital controls, capital stock, probability distribution, domestic capital, standard deviation

A dynamic stochastic equilibrium model of a small open economy is used to quantify the macroeconomic effects of introducing capital controls to stabilize the balance of trade. This model focuses on the role of inte...

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds »

Volume/Issue: 2010/9

Series: IMF Working Papers

Author(s): Aaron Howard Clifford Brown , Michael Papaioannou , and Iva Petrova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451961904.001

ISBN: 9781451961904

Keywords: Macrofinancial Linkages, bonds, government bonds, correlation, covariance, standard deviation,

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic ass...

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies »

Volume/Issue: 1992/14

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1992

DOI: http://dx.doi.org/10.5089/9781451924121.001

ISBN: 9781451924121

Keywords: terms of trade, correlation, elasticity of substitution, standard deviation, import prices

This paper provides a numerical analysis of an intertemporal equilibrium model of a small open, barter economy that is subject to random shocks affecting endowments, the terms of trade, and the real interest rate....