Central bank digital currency in small open economies

This paper examines how the introduction of Central Bank Digital Currency (CBDC) impacts small open economies (SOE). We build a Two-Agent New Keynesian (TANK) model with financially constrained agents, where both cash and CBDC provide liquidity service. CBDC lowers the cost of carrying liquid assets...

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Main Authors: Rong Fan, Todd B. Walker, Allan Wright
Format: Article
Language:English
Published: Elsevier 2025-06-01
Series:Latin American Journal of Central Banking
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2666143824000334
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author Rong Fan
Todd B. Walker
Allan Wright
author_facet Rong Fan
Todd B. Walker
Allan Wright
author_sort Rong Fan
collection DOAJ
description This paper examines how the introduction of Central Bank Digital Currency (CBDC) impacts small open economies (SOE). We build a Two-Agent New Keynesian (TANK) model with financially constrained agents, where both cash and CBDC provide liquidity service. CBDC lowers the cost of carrying liquid assets but does not provides anonymity like cash. Our main results are: (i) CBDC always increases the welfare of financially unconstrained households; however, it increases the welfare of constrained households when the cost of carrying cash is high enough and when the government purchase level is sufficiently low; (ii) CBDC increases the fiscal income by bringing more agents out of the informal economy, improving fiscal sustainability; (iii) CBDC improves the terms of trade as it strengthens the domestic currency.
format Article
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issn 2666-1438
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publishDate 2025-06-01
publisher Elsevier
record_format Article
series Latin American Journal of Central Banking
spelling doaj-art-c4f1ca749d6041b4b004bc5d60874aed2025-08-20T02:17:09ZengElsevierLatin American Journal of Central Banking2666-14382025-06-016210015110.1016/j.latcb.2024.100151Central bank digital currency in small open economiesRong Fan0Todd B. Walker1Allan Wright2Department of Economics, Indiana University, United States of AmericaDepartment of Economics, Indiana University, United States of America; Corresponding author.Central Bank of The Bahamas, BahamasThis paper examines how the introduction of Central Bank Digital Currency (CBDC) impacts small open economies (SOE). We build a Two-Agent New Keynesian (TANK) model with financially constrained agents, where both cash and CBDC provide liquidity service. CBDC lowers the cost of carrying liquid assets but does not provides anonymity like cash. Our main results are: (i) CBDC always increases the welfare of financially unconstrained households; however, it increases the welfare of constrained households when the cost of carrying cash is high enough and when the government purchase level is sufficiently low; (ii) CBDC increases the fiscal income by bringing more agents out of the informal economy, improving fiscal sustainability; (iii) CBDC improves the terms of trade as it strengthens the domestic currency.http://www.sciencedirect.com/science/article/pii/S2666143824000334CBDCFiscal policyDigital currency
spellingShingle Rong Fan
Todd B. Walker
Allan Wright
Central bank digital currency in small open economies
Latin American Journal of Central Banking
CBDC
Fiscal policy
Digital currency
title Central bank digital currency in small open economies
title_full Central bank digital currency in small open economies
title_fullStr Central bank digital currency in small open economies
title_full_unstemmed Central bank digital currency in small open economies
title_short Central bank digital currency in small open economies
title_sort central bank digital currency in small open economies
topic CBDC
Fiscal policy
Digital currency
url http://www.sciencedirect.com/science/article/pii/S2666143824000334
work_keys_str_mv AT rongfan centralbankdigitalcurrencyinsmallopeneconomies
AT toddbwalker centralbankdigitalcurrencyinsmallopeneconomies
AT allanwright centralbankdigitalcurrencyinsmallopeneconomies