Estimated policy rules for capital controls

B-Tier
Journal: Journal of International Money and Finance
Year: 2022
Volume: 122
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Are capital controls macroprudential or mercantilist? I explore this question using a novel, weekly dataset on policy actions in 21 emerging-market economies (EMEs) from 2001 to 2015, and a new proxy for mercantilist motivations: the weighted appreciation of a country’s currency against those of its trade competitors. Capital controls arebothmercantilist and macroprudential. Moreover, the choice of instruments is systematic: policymakers use two instruments—inflow tightening and outflow easing—to respond to mercantilist concerns, while using only inflow tightening in response to macroprudential concerns. Inflow tightening is countercyclical to bank credit to GDP gap but acyclical to the specific macroprudential concerns related to external or foreign currency borrowing. However,high level of some types of foreign debt reduces countercyclicality to mercantilist concerns. Higher exchange rate pass-through to export prices, and inflation targeting regime with managed exchange rates, increase countercyclicality to mercantilist concerns.

Technical Details

RePEc Handle
repec:eee:jimfin:v:122:y:2022:i:c:s0261560621002448
Journal Field
International
Author Count
1
Added to Database
2026-01-28