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A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float

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Author Info
Hui Huang ()
Yi Wang
Yiming Wang
John Whalley ()
Shunming Zhang ()

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Abstract

We combine a model of combined inter-spatial and inter-temporal trade between countries recently — used by Huang, Whalley and Zhang (2004) to analyze the merits of trade liberalization in services when goods trade is restricted — with a model of foreign exchange rationing due to Clarete and Whalley (1991) in which there is a fixed exchange rate with a surrender requirement for foreign exchange generated by exports. In this model, when services remain unliberalized there is an optimal trade intervention, even in the small open price-taking economy case. Given monetary policy and an endogenously determined premium value on foreign exchange, an optimal setting of the exchange rate can provide the optimal trade intervention. We suggest this model has relevance to the current situation in China where services remain unliberalized and tariff rates are bound in the WTO. Since there is an optimal exchange rate, a move to a free Renminbi float can be welfare worsening. We use numerical simulation methods to explore the properties of the model, since it has no closed form solution. Our analysis provides an intellectual counter argument to those presently advocating a free Renminbi float for China.

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Paper provided by CESifo GmbH in its series CESifo Working Paper Series with number CESifo Working Paper No. 1471.

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Date of creation: 2005
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Handle: RePEc:ces:ceswps:_1471

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Find related papers by JEL classification:
F00 - International Economics - - General - - - General
F11 - International Economics - - Trade - - - Neoclassical Models of Trade
F31 - International Economics - - International Finance - - - Foreign Exchange
F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General

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  1. Duffie, Darrell, 1987. "Stochastic equilibria with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 41(2), pages 405-416, April. [Downloadable!] (restricted)
  2. Geanakoplos, John, 1990. "An introduction to general equilibrium with incomplete asset markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 1-38. [Downloadable!] (restricted)
  3. ZHANG, Fan & PAN, Zuohong, 2004. "Determination of China's long-run nominal exchange rate and official intervention," China Economic Review, Elsevier, vol. 15(3), pages 360-365. [Downloadable!] (restricted)
  4. Mark P. Taylor, 1995. "The Economics of Exchange Rates," Journal of Economic Literature, American Economic Association, vol. 33(1), pages 13-47, March. [Downloadable!] (restricted)
  5. Duffie, Darrell & Shafer, Wayne, 1985. "Equilibrium in incomplete markets: I : A basic model of generic existence," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 285-300, June. [Downloadable!] (restricted)
  6. Clarete, Ramon & Whalley, John, 1991. "Foreign exchange premia and non-neutrality of monetary policy in general equilibrium models," Journal of International Economics, Elsevier, vol. 30(1-2), pages 153-166, February. [Downloadable!] (restricted)
  7. Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 36(1), pages 110-119, June. [Downloadable!] (restricted)
  8. Hui Huang & John Whalley & Shunming Zhang, 2005. "Trade Liberalization in a Joint Spatial Inter-Temporal Trade Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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