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Currency Substitution in Russia

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Author Info
Fridman Alla ()
Verbetsky Aleksey ()
Abstract

Due to high inflation and the lack of financial instruments, the Russian economy is currently highly dollarized. The share of dollars in the total amount of cash circulating in the Russian economy constitutes about 80%. What is the degree of this currency substitution phenomenon? What are the implications of dollarization for the possibility of inflationary financing of the budget deficit and for welfare? These questions are studied by the authors using estimations obtained from the Ramsey – Lucas model, which uses two types of money in the utility function. In this paper, the authors use dynamic money in the utility function model, in which money services are produced both by domestic and foreign money balances, to empirically investigate currency substitution between Russian rubles and U.S. dollars in the Russian economy during the period 1995 to mid 2000. Data supports the hypothesis that foreign currency enters as a variable in the representative consumer's utility function. Our findings indicate considerable currency substitution: most estimates of elasticity of substitution are between 2 and 3. Based on estimated parameters, it is shown that simulated steady state seignorage revenues are close to actual ones for different inflationary periods. The effect of a change in the degree of dollarization on the seignorage/GDP ratio appears to be strong if the economy is highly dollarized. The estimates also demonstrate a sizable welfare impact of inflation and dollarization.

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Publisher Info
Paper provided by EERC Research Network, Russia and CIS in its series EERC Working Paper Series with number 01-05e.

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Length: 35 pages
Date of creation: 12 Dec 2001
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Handle: RePEc:eer:wpalle:01-05e

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Related research
Keywords: Russia; currency substitution; dollarization; welfare analysis; seignorage;

Find related papers by JEL classification:
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    Other versions:
  5. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July. [Downloadable!] (restricted)
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  24. Bufman, Gil & Leiderman, Leonardo, 1993. "Currency Substitution under Nonexpected Utility: Some Empirical Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 320-35, August. [Downloadable!] (restricted)
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Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. William C. Gruben & Darryl McLeod, 2004. "Currency competition and inflation convergence," Center for Latin America Working Papers 0204, Federal Reserve Bank of Dallas. [Downloadable!]
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