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Fiscal Policy Coordination and EMU: A Dynamic Game Approach

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Author Info
Brociner, Andrew
Levine, Paul L

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Abstract

This paper considers fiscal policy coordination in a European Economic and Monetary Union (EMU). We use an overlapping generations model which leads to departures from Barro-Ricardian neutrality. In our calibrated model, however, we find these departures to be rather small. Two models are considered: EMU with one good; and a two-good EMU. We find that in the two-good EMU model, as relative prices can change, countries have an incentive to improve their terms of trade. This externality together with increased real interest rates - shared by all EMU countries - leads to an inefficient outcome in the non-cooperative case. Thus fiscal policy coordination can lead to significant welfare gains. With government spending externalities, however, the negative externalities can offset positive ones arising from government spending, such as defence. Furthermore, in the one-good EMU model, cooperation can be counterproductive. We conclude that the case for fiscal policy coordination depends upon the nature of both the economic integration in Europe and the externalities from government spending.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 639.

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Date of creation: May 1992
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Handle: RePEc:cpr:ceprdp:639

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Related research
Keywords: Barro-Ricardian Neutrality; EMU; Externality; Fiscal Policy Coordination; Reputation;

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Find related papers by JEL classification:
F15 - International Economics - - Trade - - - Economic Integration
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission

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  1. Østrup, Finn, 2005. "Fiscal Policy and Welfare under Different Exchange Rate Regimes," Working Papers 2005-1, Copenhagen Business School, Department of Finance. [Downloadable!]
  2. Giovanni Di Bartolomeo & Debora Di Gioacchino, 2008. "Fiscal-monetary policy coordination and debt management: a two-stage analysis," Empirica, Springer, vol. 35(4), pages 433-448, September. [Downloadable!] (restricted)
  3. Thomas Krichel & Paul Levine & Joseph Pearlman, 1994. "Fiscal and Monetary Policy in a Monetary Union: Credible Inflation Targets or Monetised Debt?," Department of Economics Discussion Papers 9403, Department of Economics, University of Surrey. [Downloadable!]
    Other versions:
  4. Østrup, Finn, 2006. "The Choice of Monetary Regime," Working Papers 2005-2, Copenhagen Business School, Department of Finance. [Downloadable!]
  5. Luisa Lambertini & Paul Levine & Joseph Pearlman, 2007. "Fiscal Policy in a Monetary Union: Can Fiscal Cooperation be Counterproductive?," Department of Economics Discussion Papers 1707, Department of Economics, University of Surrey. [Downloadable!]
  6. Kollintzas, Tryphon & Philippopoulos, Apostolis & Vassilatos, Vanghelis, 1999. "Normative Aspects of Fiscal Policy in an Economic Union: a Review," CEPR Discussion Papers 2212, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  7. Giovanni Di Bartolomeo & Debora Di Gioacchino, 2005. "Fiscal-Monetary Policy Coordination And Debt Management: A Two Stage Dynamic Analysis," Macroeconomics 0504024, EconWPA. [Downloadable!]
    Other versions:
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