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The Real Exchange Rate in Transition Economies

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C Grafe
C Wyplosz

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Abstract

Real exchange rates appear to present a specific behaviour in the early phase of transition: they are largely unaffected by nominal exchange rate movements and exibit trend appreciation. The model presented here describes the transition process as the emergence of two new (traded and non-traded good) sectors and the decline of an inefficient and subsidised state sector. The absence of financial markets means that firms accumulate capital through retained earnings. Labour markets are imperfect giving rise to a wage gap. The model shows that the real exchange rate plays the crucial role of determining real wages. Through real wages it sets the pace for the development of the new sectors as workers are attracted out of the state sector. The link between growth and real appreciation differs from the usual Balassa Samuelson effect. The paper also explores the role of labour market distortions and foreign financing.

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Paper provided by Centre for Economic Performance, LSE in its series CEP Discussion Papers with number dp0395.

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Date of creation: Jul 1998
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Handle: RePEc:cep:cepdps:dp0395

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References listed on IDEAS
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  1. Philippe Aghion & Olivier J. Blanchard, 1994. "On the Speed of Transition in Central Europe," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 283-330 National Bureau of Economic Research, Inc. [Downloadable!]
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  2. J. Konings & H. Lehmann & M.E. Schaffer, 1996. "Job Creation and Job Destruction in a Transition Economy: Ownership, Firm Size," CERT Discussion Papers 9611, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
  3. Philippe Aghion & Olivier Jean Blanchard, 1994. "On the Speed of Transition Central Europe," NBER Working Papers 4736, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Akerlof, George A, 1970. "The Market for 'Lemons': Quality Uncertainty and the Market Mechanism," The Quarterly Journal of Economics, MIT Press, vol. 84(3), pages 488-500, August. [Downloadable!] (restricted)
  5. Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584. [Downloadable!] (restricted)
  6. Andrew Atkeson & Patrick J. Kehoe, 1993. "Social Insurance and Transition," NBER Working Papers 4411, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Ratna Sahay & Guillermo Calvo & Carlos A. Végh Gramont, 1995. "Capital Flows in Central and Eastern Europe: Evidence and Policy Options," IMF Working Papers 95/57, International Monetary Fund.
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  1. Alain de Crombrugghe, 2001. "Policy Options for Joining the Euro," LICOS Discussion Papers 10301, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
  2. Coricelli, Fabrizio & Jazbec, Bostjan, 2001. "Real Exchange Rate Dynamics in Transition Economies," CEPR Discussion Papers 2869, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  3. Wyplosz, Charles, 2000. "Ten Years of Transformation: Macroeconomic Lessons," CEPR Discussion Papers 2254, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  4. Andrea Brasili & Bruno Sitzia, 2003. "Risk Related Non Linearities in Exchange Rates: Evidence from a Panel of Central and Eastern European Countries," Open Economies Review, Springer, vol. 14(2), pages 135-155, April. [Downloadable!] (restricted)
  5. Tomasz Mickiewicz & Anna Zalewska, 2002. "Deindustrialisation. Lessons from the StructuralOutcomes of Post-Communist Transition," William Davidson Institute Working Papers Series 463, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  6. Manzocchi, Stefano & Ottaviano, Gianmarco Ireo Paolo, 2000. "Outsiders In Economic Integration: The Case of a Transition Economy," CEPR Discussion Papers 2385, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  7. Roberto A. De Santis & Michele Ca'Zorzi, 2003. "The admission of accession countries to an enlarged monetary union: a tentative assessment," Working Paper Series 216, European Central Bank. [Downloadable!]
  8. Francois Gurtner, 2002. "Currency Board and Debt Trap: Evidence from Argentina and Relevance for Estonia," CERT Discussion Papers 0204, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
  9. Michel Aglietta & Camille Baulant & Virgine Coudert, 1998. "Competitivite et regime de change en Europe Centrale," Working Papers 1998-10, CEPII research center. [Downloadable!]
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