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External Currency Pricing and the East Asian Crisis

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Author Info
Cook, David
Devereux, Michael B

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Abstract

This Paper provides a quantitative investigation of the East Asian crisis of 1997-99. There are two essential features of the crisis that we focus on. These are: a) the crisis was a regional phenomenon; the depth and severity of the crisis was exacerbated by a large decline in regional demand; and b) the practice of setting export goods prices in dollars (which we document empirically) led to a powerful internal propagation effect of the crisis within the region, contributing greatly to the decline in regional trade flows. We construct a multicountry macroeconomic model with these two features, and show that it can do a reasonable job of accounting for the response of the main macroeconomic aggregates in Korea, Malaysia, and Thailand during the crisis. Without the regional dimension and dollar pricing of exports, the model fails to account for the depth and severity of the crisis.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 4642.

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Date of creation: Sep 2004
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Handle: RePEc:cpr:ceprdp:4642

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Related research
Keywords: east asian crisis; exchange rate; small open economy;

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Find related papers by JEL classification:
F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General

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  1. Goldberg, Linda S & Tille, Cédric, 2008. "Macroeconomic Interdependence and the International Role of the Dollar," CEPR Discussion Papers 6704, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Friberg, Richard & Wilander, Fredrik, 2007. "Price Setting Transactions and the Role of Denominating Currency in FX Markets," Working Paper Series 201, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  3. Bussière, Matthieu & Peltonen, Tuomas, 2009. "Exchange rate pass-through in the global economy – the role of emerging market economies," BOFIT Discussion Papers 25/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  4. Kang Shi & Juanyi Xu, 2008. "The Optimal Currency Basket with Input Currency and Output Currency," Working Papers 172008, Hong Kong Institute for Monetary Research. [Downloadable!]
  5. Enrique G. Mendoza, 2006. "Lessons From the Debt-Deflation Theory of Sudden Stops," NBER Working Papers 11966, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. David Cook & Hiromi Nosaka, 2005. "Dual labor markets and business cycles," Working Paper Series 2006-36, Federal Reserve Bank of San Francisco. [Downloadable!]
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  7. Schnabl, Gunther & Schobert, Franziska, 2007. "Monetary Policy Operations of Debtor Central Banks in MENA Countries," MPRA Paper 5474, University Library of Munich, Germany. [Downloadable!]
  8. Timothy J. Kehoe & Kim J. Ruhl, 2008. "Sudden Stops, Sectoral Reallocations, and the Real Exchange Rate," NBER Working Papers 14395, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Kang Shi & Juanyi Xu, 2008. "Input Substitution, Export Pricing, and Exchange Rate Policy," Working Papers 102008, Hong Kong Institute for Monetary Research. [Downloadable!]
  10. Nicolas Berman, 2009. "Financial Crises and International Trade: The Long Way to Recovery," Economics Working Papers ECO2009/23, European University Institute. [Downloadable!]
  11. Bertrand Gruss & Karel Mertens, 2009. "Regime Switching Interest Rates and Fluctuations in Emerging Markets," Economics Working Papers ECO2009/22, European University Institute. [Downloadable!]
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