Productivity shocks and the current account: An alternative perspective of capital market integration

B-Tier
Journal: Journal of International Money and Finance
Year: 2008
Volume: 27
Issue: 6
Pages: 897-914

Authors (2)

Decressin, Jörg (not in RePEc) Disyatat, Piti (Bank of Thailand)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

Abstract

This paper presents an analysis of capital market integration grounded in the intertemporal model of the current account. The model is extended to encompass liquidity constraints and fitted to data for euro-area countries and Italian and Canadian regions. With respect to capital mobility, regions within countries serve as a natural benchmark for the euro-area currency union. The empirical results are generally consistent with the model with respect to the responses of investment and the current account to productivity shocks, and also suggest that liquidity constraints at the country level do not add significantly to constraints at the regional level.

Technical Details

RePEc Handle
repec:eee:jimfin:v:27:y:2008:i:6:p:897-914
Journal Field
International
Author Count
2
Added to Database
2026-01-25