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KFstar and Portfolio Inflows: A Focus on Latin America / John D. Burger, Francis E. Warnock, Veronica Cacdac Warnock.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Burger, John D.
Contributor:
National Bureau of Economic Research.
Warnock, Francis E.
Warnock, Veronica Cacdac.
Series:
Working Paper Series (National Bureau of Economic Research) no. w30453.
NBER working paper series no. w30453
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2022.
Summary:
Latin American portfolio inflows show a strong tendency to revert to a natural level, KF*, over medium-run horizons. Deviations of actual flows from KF* provide policymakers with a real-time predictor of future flows, sudden stops and vulnerability to global shocks. Analysis of short-run deviations of flows from KF* reveals heterogeneous drivers: commodity prices for Brazil, Chile, and Mexico; risk tolerance for Argentina, Costa Rica, and Peru.
Notes:
Print version record
September 2022.

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