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What to stabilize in the open economy

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Author Info
Valerie R. Bencivenga (University of Texas at Austin)
Elisabeth Huybens (World Bank)
Bruce D. Smith (University of Texas at Austin)

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Abstract

We consider the question how "best" to maintain price-level stability in an open economy, and evaluate three possible policy choices: (a) a constant money growth rate rule; (b) a fixed exchange rate; and (c) a policy of explicit commitment to a price-level target. In each case we assume that policy is conducted by injecting reserves into or withdrawing reserves from the "banking system." In evaluating the three regimes, we adopt the criterion that the "best" policy should leave the least scope for indeterminacy and "excessive" economic volatility. In a steady-state equilibrium, the choice of regime is largely irrelevant; any steady-state equilibrium under one regime can be duplicated by an appropriate choice of the "control" variable under any other regime. However, we show that the "sets of equilibria" under the three regimes are dramatically different. When all countries follow the policy of fixing a constant rate of money growth, there are no equilibria displaying endogenously arising volatility and there is no indeterminacy of equilibrium. Under a regime of fixed exchange rates, indeterminacies and endogenously arising fluctuations are impossible if and only if the country with the low "reserve-to-deposit" ratio is charged with maintaining the fixed rate. Finally, when one country targets the time path of its price level, under very weak conditions, there will be indeterminacy of equilibrium and endogenously arising volatility driven by expectations. Copyright 2002 by the Economics Department of the University of Pennsylvania and Osaka University Institute of Social and Economic Research Association

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Publisher Info
Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

Volume (Year): 43 (2002)
Issue (Month): 4 (November)
Pages: 1289-1307
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Handle: RePEc:ier:iecrev:v:43:y:2002:i:4:p:1289-1307

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  1. Hernandez-Verme, Paula & Wang, Wen-Yao, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper 16748, University Library of Munich, Germany, revised 11 Aug 2009. [Downloadable!]
    Other versions:
  2. Michael Kumhof, 2001. "A Critical View of Inflation Targeting: Crises, Limited Sustainability, and Aggregate Shocks," Working Papers Central Bank of Chile 127, Central Bank of Chile. [Downloadable!]
    Other versions:
  3. Paula Hernandez-Verme, . "Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating?," School of Economics Working Papers EC200903, Universidad de Guanajuato. [Downloadable!]
  4. Paula Hernandez-Verme, . "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," School of Economics Working Papers EC200906, Universidad de Guanajuato. [Downloadable!]
  5. Costas Azariadis & James Bullard & Lee Ohanian, 2001. "Trend-reverting fluctuations in the life-cycle model," Working Papers 1998-015, Federal Reserve Bank of St. Louis. [Downloadable!]
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