Managing capital inflows in a partially dollarized economy: The role of reserve requirements

B-Tier
Journal: Journal of International Money and Finance
Year: 2025
Volume: 159
Issue: C

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper examines the macroeconomic and bank-level effects of raising foreign currency reserve requirements in a partially dollarized economy. Focusing on Peru, we study policy changes implemented by the Central Bank between 2008 and 2017, aimed at containing rapid credit growth fueled by foreign currency deposits. Empirical results show that higher reserve requirements in foreign currency reduced overall credit supply, with heterogeneous effects across banks depending on their reliance on foreign currency funding. Motivated by these findings, we develop a dynamic stochastic general equilibrium model of a small open economy with financial frictions, bank heterogeneity, and financial dollarization. The model replicates the empirical results and provides insights into the mechanism through which this macroprudential tool affects credit and aggregate dynamics, highlighting its effectiveness in managing credit booms in dollarized banking systems.

Technical Details

RePEc Handle
repec:eee:jimfin:v:159:y:2025:i:c:s0261560625001755
Journal Field
International
Author Count
2
Added to Database
2026-01-26