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Fiscal Constraints on Central Bank Independence and Price Stability

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Author Info
Canzoneri, Matthew B
Diba, Behzad

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Abstract

We use a new theory of price determination – developed by Woodford, Simms and others – to characterize central bank independence and price stability. If fiscal policy guarantees that the price level is determined independently of government’s present value budget constraint, we can say that the central bank is operating in a monetary dominant regime; it has the ‘functional independence’ necessary to control the price level independently of the dictates of fiscal solvency (if it so chooses), and it can be held accountable for price stability (if that is its mandate). If fiscal policy does not allow this, we say the central bank is operating in a fiscal dominant regime. Numerical exercises suggest that price stability may be beyond the control of the central bank in such a regime. We show that strict enforcement of the Maastricht Treaty’s deficit criterion would ensure a monetary dominant regime.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 1463.

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Date of creation: Sep 1996
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Handle: RePEc:cpr:ceprdp:1463

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Related research
Keywords: Central Bank Independence Monetary and Fiscal Policy Price Discrimination

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Find related papers by JEL classification:
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit

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  1. Turalay Kenc & William Perraudin & Paolo Vitale, 2001. "Inflation and Sovereign Default," IMF Staff Papers, Palgrave Macmillan Journals, vol. 47(3), pages 4. [Downloadable!] (restricted)
  2. Eduard Hochreiter & Klaus Schmidt-Hebbel & Georg Winckler, 2002. "Monetary Union: European Lessons, Latin American Prospects," Working Papers Central Bank of Chile 167, Central Bank of Chile. [Downloadable!]
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  3. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2001. "Is the Price Level Determined by the Needs of Fiscal Solvency?," American Economic Review, American Economic Association, vol. 91(5), pages 1221-1238, December. [Downloadable!] (restricted)
    Other versions:
  4. Jonathan Millar, 1997. "The Effects of Budget Rules on Fiscal Performance and Macroeconomic Stabilization," Working Papers 97-15, Bank of Canada. [Downloadable!]
  5. Brian Ardy, 2000. "A Question of Fit for EMU: Process and Policy in the Fiscal Domain," One Europe or Several? Working Papers 13, One-Europe Programme. [Downloadable!]
  6. Dale W. Henderson & Jinill Kim, 1998. "The choice of a monetary policy reaction function in a simple optimizing model," International Finance Discussion Papers 601, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  7. Stephanie Schmitt-Grohe & Martin Uribe, 1997. "Price level determinacy and monetary policy under a balanced-budget requirement," Finance and Economics Discussion Series 1997-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  8. Michael Woodford, 2001. "Fiscal Requirements for Price Stability," NBER Working Papers 8072, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. Jean-Charles ASSELAIN (IFReDE-CMHE GRES, Correspondant de l'Institut) & Bertrand BLANCHETON (IFReDE-CMHE GRES) & Christian BORDES (TEAM, Université Paris I) & Marc-Alexandre SENEGAS (GRAPE, Universit, 2003. "FTPL and war reparations : the French and German monetary experiences in the Interwar period (In French)," Working Papers of GRES - Cahiers du GRES 2003-13, Groupement de Recherches Economiques et Sociales. [Downloadable!]
  10. Xavier Debrun & Francesca Castellani, 2001. "Central Bank Independence and the Design of Fiscal Institutions," IMF Working Papers 01/205, International Monetary Fund. [Downloadable!]
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