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Central bank reform, liberalization and inflation in transition economies : an international perspective

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Author Info
Cukierman, A.
Miller, G.P.
Neyapti, B. (Tilburg University, Center for Economic Research)

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Abstract

This paper develops extensive new data on the legal independence of new central banks in 26 former socialist economies (FSE). This data is constructed using the codification system for measuring legal independence developed in Cukierman, Webb and Neyapti (1992) and in chapter 19 of Cukierman (1992). This makes it comparable with earlier data on central bank independence (CBI) in the industrial democracies and in, non FSE, developing countries and permits experimentation with alternative indices of CBI like those reviewed in Eijffinger and van Keulen (1995). The new indices of independence indicate that central bank (CB) reform in the FSE during the nineties has been quite ambitious. In spite of the large price shocks induced by the transformation from plan to market, reformers in those countries chose to create central banks with levels of legal independence that are substantially higher, on average, than those of developed economies during the eighties. Based on data from 1989 through 1998 the evidence in the paper suggests that CBI is unrelated to inflation during the early stages of liberalization. But for sufficiently high and sustained levels of liberalization, and controlling for variables like price decontrols and wars, legal CBI and inflation are significantly and negatively related. These findings are consistent with the view that legal CBI, no matter how high, cannot contain the powerful inflationary impact of wide scale liberalization of formerly controlled prices. But once the process of liberalization has gathered sufficient momentum legal independence becomes effective in slowing inflation down and the cumulative liberalization index developed by de Melo et. al. (1996) becomes relatively less important. The paper also presents evidence on factors that affect the level of CBI and examines the relation between inflation and CBI within a broader sample composed of the transition and of the developed economies.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 106.

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Date of creation: 2000
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Handle: RePEc:dgr:kubcen:2000106

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Find related papers by JEL classification:
E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
P2 - Economic Systems - - Socialist Systems and Transition Economies
K1 - Law and Economics - - Basic Areas of Law
P16 - Economic Systems - - Capitalist Systems - - - Political Economy of Capitalism

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  1. Barro, Robert J, 1979. "On the Determination of the Public Debt," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 940-71, October. [Downloadable!] (restricted)
  2. Cukierman, Alex & Webb, Steven B, 1995. "Political Influence on the Central Bank: International Evidence," World Bank Economic Review, Oxford University Press, vol. 9(3), pages 397-423, September.
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  3. Loungani, Prakash & Sheets, Nathan, 1997. "Central Bank Independence, Inflation, and Growth in Transition Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 381-99, August.
    Other versions:
  4. Conway, P, 1995. "Currency Proliferation : The Monetary Legacy of the Soviet Union," Princeton Essays in International Economics 197, International Economics Section, Departement of Economics Princeton University,.
  5. Conway, P, 1995. "Currency Proliferation : The Monetary Legacy of the Soviet Union," Princeton Studies in International Economics 197, International Economics Section, Departement of Economics Princeton University,.
  6. Bilin Neyaptý, 2000. "Central bank Independence and Economic Performance in Eastern Europe," Departmental Working Papers 0007, Bilkent University, Department of Economics.
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  7. Eijffinger, S. & van Keulen, M., 1994. "Central Bank Independence in Another Eleven Countries," Papers 9494, Tilburg - Center for Economic Research.
  8. Hochreiter, Eduard & Rovelli, Riccardo & Winckler, Georg, 1996. "Central banks and seigniorage: A study of three economies in transition," European Economic Review, Elsevier, vol. 40(3-5), pages 629-643, April. [Downloadable!] (restricted)
  9. Cukierman, A., 1996. "The economics of central banking," Discussion Paper 31, Tilburg University, Center for Economic Research. [Downloadable!]
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  10. Alesina, Alberto & Summers, Lawrence H, 1993. "Central Bank Independence and Macroeconomic Performance: Some Comparative Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(2), pages 151-62, May. [Downloadable!] (restricted)
  11. Cukierman, Alex & Webb, Steven B & Neyapti, Bilin, 1992. "Measuring the Independence of Central Banks and Its Effect on Policy Outcomes," World Bank Economic Review, Oxford University Press, vol. 6(3), pages 353-98, September.
  12. Roubini, Nouriel & Sachs, Jeffrey D., 1989. "Political and economic determinants of budget deficits in the industrial democracies," European Economic Review, Elsevier, vol. 33(5), pages 903-933, May. [Downloadable!] (restricted)
  13. Eijffinger, S-C-W & de Haan, J, 1996. "The Political Economy of Central-Bank Independence," Princeton Studies in International Economics 19, International Economics Section, Departement of Economics Princeton University,.
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  14. Nouriel Roubini & Jeffrey Sachs, 1988. "Political and Economic Determinants of Budget Deficits in the IndustrialDemocracies," NBER Working Papers 2682, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Alberto Alesina, 1988. "Macroeconomics and Politics," NBER Chapters, in: NBER Macroeconomics Annual 1988, Volume 3, pages 13-62 National Bureau of Economic Research, Inc. [Downloadable!]
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