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Christopher Erceg

Deputy Director, Monetary and Capital Markets · International Monetary Fund

Deputy Director in the IMF's Monetary and Capital Markets Department, overseeing monetary and macroprudential policy, central bank operations and monetary policy modeling. His research covers monetary and fiscal policy, financial stability and open-economy macroeconomics; PhD University of Chicago.

2 papers tracked 2 classics ⌁ Follow this author
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Published Classic IMF Working Papers Published Dec 2021
A Quantitative Microfounded Model for the Integrated Policy Framework

Tobias Adrian · Christopher Erceg · Marcin Kolasa · Jesper Lindé · Pawel Zabczyk

A microfounded two-country New Keynesian model, calibrated separately to a representative emerging market and a representative advanced economy, in which limited FX-market risk-bearing capacity and an …

Open Economy Macro Exchange Rates Capital Flows Monetary Policy Dsge Models Effective Lower Bound Free Read ↗
Published Classic IMF Working Papers Published Jul 2020
A Quantitative Model for the Integrated Policy Framework

Tobias Adrian · Christopher Erceg · Jesper Lindé · Pawel Zabczyk · Jianping Zhou

An empirically-oriented New Keynesian small open economy model, of the kind central banks use, built to quantify when foreign exchange intervention and capital flow management tools improve monetary …

Open Economy Macro Exchange Rates Capital Flows Monetary Policy Dsge Models Effective Lower Bound Free Read ↗