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Remittances, Inflation and Exchange Rate Regimes in Small Open Economies

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Author Info
Christopher P. Ball ()
Martha Cruz-Zuniga
Claude Lopez ()
Javier Reyes ()

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Abstract

Remittances are private monetary transfers yet the rapidly growing literature on the subject seems to forget their monetary nature and thus ignore the role that exchange rate regimes play in determining the effect remittances have on a recipient economy. This paper uses a theoretical model and panel vector autoregression techniques to explore the role exchange rate regimes play in understanding the effect of remittances. The analysis considers yearly and quarterly data for seven Latin American countries. Our theoretical model predicts that remittances should be inflationary and generate an increase in the domestic money supply under a fixed regime but deflationary and generate no change in the money supply under a flexible regime. These differences are borne out in the data. This adds to our understanding of the true effect of remittances on economies and suggests results existent in the literature that do not control for regimes may be biased.

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Paper provided by University of Cincinnati, Department of Economics in its series University of Cincinnati, Economics Working Papers Series with number 2008-03.

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Date of creation: 2008
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Handle: RePEc:cin:ucecwp:2008-03

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  1. Yves Bourdet & Hans Falck, 2006. "Emigrants' remittances and Dutch Disease in Cape Verde," International Economic Journal, Korean International Economic Association, vol. 20(3), pages 267-284, September. [Downloadable!] (restricted)
  2. Raghuram Rajan & Arvind Subramanian, 2005. "What Undermines Aid's Impact on Growth?," IMF Working Papers 05/126, International Monetary Fund. [Downloadable!]
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  3. Michael T. Gapen & Ralph Chami & Thomas F. Cosimano, 2006. "Beware of Emigrants Bearing Gifts: Optimal Fiscal and Monetary Policy in the Presence of Remittances," IMF Working Papers 06/61, International Monetary Fund. [Downloadable!]
  4. Carmen M. Reinhart & Kenneth S. Rogoff, 2004. "The Modern History of Exchange Rate Arrangements: A Reinterpretation," The Quarterly Journal of Economics, MIT Press, vol. 119(1), pages 1-48, February. [Downloadable!] (restricted)
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  5. Bussolo, Maurizio & Molina, Luis & Lopez, Humberto, 2007. "Remittances and the real exchange rate," Policy Research Working Paper Series 4213, The World Bank. [Downloadable!]
  6. Johnson, Harry G, 1977. "The Welfare Economics of Monetary Transfers and Reversed Transfers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 9(2), pages 259-75, May. [Downloadable!] (restricted)
  7. Djajic, Slobodan, 1998. "Emigration and welfare in an economy with foreign capital," Journal of Development Economics, Elsevier, vol. 56(2), pages 433-445, August. [Downloadable!] (restricted)
  8. Levy-Yeyati, Eduardo & Sturzenegger, Federico, 2005. "Classifying exchange rate regimes: Deeds vs. words," European Economic Review, Elsevier, vol. 49(6), pages 1603-1635, August. [Downloadable!] (restricted)
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