Volume 13, Issue 1 February 2017

Aggregate Dynamics after a Shock to Monetary Policy in Developing Countries

Abstract

This paper investigates the effects from a shock to monetary policy in developing economies under an inflationtargeting regime. We find that price adjustment is fast in these economies, causing the monetary policy shock to have less persistent effects on output compared with those in advanced economies. We show that a small open-economy model featuring staggered wage setting with incomplete financial markets is largely able to explain our findings.

Authors

  • Emek Karaca
  • Mustafa Tugan

JEL codes

  • E23
  • E31
  • E52

Other papers in this issue

Sirio Aramonte and Samuel Rosen and John W. Schindler

Sylvester Eijffinger and Ronald Mahieu and Louis Raes

Michael Ehrmann and Damjan Pfajfar and Emiliano Santoro

Jef Boeckx and Maarten Dossche and Gert Peersman