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A Model of Currency Depreciation and the Debt-Inflation Spiral

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Obstfeld, Maurice

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Abstract

This paper shows how a government that cannot make credible policy commitments might manage its exchange rate and fiscal stance in a world of rational expectations. The dynamic-game model developed here potentially can generate diverse patterns of macroeconomic behaviour, patterns that differ as a result of assumed differences in government objectives. Under some types of government, the ongoing strategic interaction between the public and private sectors leads to a disinflationary outcome. Other governments may push the economy into a spiral of rising debt and inflation.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 431.

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Date of creation: Jul 1990
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Handle: RePEc:cpr:ceprdp:431

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Keywords: Currency Depreciation Dynamic Games Markov-Perfect Equilibrium Public Debt Tax-Smoothing Models

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  1. Kollintzas, Tryphon & Philippopoulos, Apostolis & Vassilatos, Vanghelis, 2000. "Is Tax Policy Coordination Necessary?," CEPR Discussion Papers 2348, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  2. Natasha Miaouli, 2001. "Employment and Capital Accumulation in Unionised Labour Markets: evidence from five south-European countries," International Review of Applied Economics, Taylor and Francis Journals, vol. 15(1), pages 5-29, January. [Downloadable!] (restricted)
  3. Beetsma,Roel M.W.J. & Bovenberg,A. Lans, 1995. "The role of public debt in the game of double chicken," Research Memoranda 025, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  4. Beetsma, R. & Bovenberg, L., 1995. "Does monetary unification lead to excessive debt accumulation," Discussion Paper 112, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  5. Gauti B. Eggertsson, 2006. "Fiscal multipliers and policy coordination," Staff Reports 241, Federal Reserve Bank of New York. [Downloadable!]
  6. Margarita Katsimi, 2003. "Training, Job Security and Incentive Wages," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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