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Importing Credibility through Exchange Rate Pegging

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Author Info
Herrendorf, Berthold

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Abstract

This paper employs an optimal taxation framework in order to study the credibility of monetary policy-making in an open economy. Since inflation is, in part, uncontrollable due to stochastic disturbances, the authority's actions cannot be monitored perfectly when the exchange rate floats, thus implying that reputational forces may become ineffective. In contrast, pegging the nominal exchange rate to a low-inflation currency allows perfect monitoring because the exchange rate is, in principle, controllable. For this reason, exchange rate pegging may import credibility and result in the best reputational equilibrium, even though the authority retains the discretion to devalue unexpectedly. Copyright 1997 by Royal Economic Society.

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Publisher Info
Article provided by Royal Economic Society in its journal The Economic Journal.

Volume (Year): 107 (1997)
Issue (Month): 442 (May)
Pages: 687-94
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Handle: RePEc:ecj:econjl:v:107:y:1997:i:442:p:687-94

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  1. Andrew Atkeson & V. V. Chari & Patrick J. Kehoe, 2007. "On the optimal choice of a monetary policy instrument," Staff Report 394, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  2. Andrew Atkeson & Vyjayanthi Chari & Patrick Kehoe, 2007. "The Optimal Choice of a Monetary Policy Instrument," Working Papers CAS_RN_2007_1, Laboratory for Macroeconomic Analysis. [Downloadable!]
  3. Andrés VELASCO, 2000. "Exchange-Rate Policies For Developing Countries: What Have We Learned? What Do We Still Not Know?," G-24 Discussion Papers 5, United Nations Conference on Trade and Development. [Downloadable!]
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