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EMU enlargement, inflation and adjustment of tradable goods prices: What to expect?

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Philipp Maier

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Abstract

Inflation differentials resulting from EMU enlargement have so far mostly been discussed within the Balassa-Samuelson framework, i.e. resulting from inflation in nontradable goods. We analyse the inflationary consequences of convergenceof tradable goods' prices. Using disaggregated price level data, simulations show that inflation in the new EU member states might on average be 1.5-3.5 percentage points higher than in the current euro area (with considerable variation between the new EU members). These inflationary effects even exceed most simulations of the Balassa-Samuelson effect. The `burden of adjustment' rests mainly on the shoulders of the new EU members if the European Central Bank sets monetary policy in response to inflation developments in the entire currency area. In contrast the impact of EMU enlargement on the current euro area is limited, due to the small economic weight of the new EU member states.

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Paper provided by Netherlands Central Bank, Research Department in its series DNB Working Papers with number 010.

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Date of creation: Sep 2004
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Handle: RePEc:dnb:dnbwpp:010

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Keywords: Price level differences; convergence; EMU enlargement;

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Find related papers by JEL classification:
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General

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  4. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Tomás Holub & Martin Cihák, 2001. "Convergence of Relative Prices and Inflation in Central and Eastern Europe," IMF Working Papers 01/124, International Monetary Fund. [Downloadable!]
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  7. John H. Rogers, 2001. "Price level convergence, relative prices, and inflation in Europe," International Finance Discussion Papers 699, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  8. Alberola, E. & Tyrvainen, T., 1998. "Is There Scope for Inflation Differentials in EMU? An Empirical Evaluation of te Balassa-Samuelson Model in EMU Countries," Bank of Finland - Studies in Economics and Finance 15/98, Bank of Finland. Research Department..
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  9. Maier, Philipp & Cavelaars, Paul, 2004. "Convergence of price levels: lessons from the German reunification," Journal of Comparative Economics, Elsevier, vol. 32(3), pages 467-481, September. [Downloadable!] (restricted)
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  11. Froot, Kenneth A. & Rogoff, Kenneth, 1995. "Perspectives on PPP and long-run real exchange rates," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688 Elsevier. [Downloadable!] (restricted)
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Cited by:
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  1. Sarah M. Lein-Rupprecht & Miguel A. León-Ledesma & Carolin Nerlich, 2007. "How is real convergence driving nominal convergence in the new EU Member States?," Working Paper Series 827, European Central Bank. [Downloadable!]
    Other versions:
  2. José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores, 2007. "Beyond the Salassa-Samuelson Effect in some New Member States of the European Union," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  3. García Solanes, José & Torrejón Flores, Fernando, 2008. "The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained," Economics Discussion Papers 2008-14, Kiel Institute for the World Economy. [Downloadable!]
  4. Riemer P. Faber & Ad C.J. Stokman, 2005. "Price Convergence in Europe from a Macro Perspective: Product Categories and Reliability," DNB Working Papers 034, Netherlands Central Bank, Research Department. [Downloadable!]
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