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Choosing the Correct Currency Anchor For a Small Economy: The Case of Nepal

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Author Info
Sibel Yelten
Abstract

This paper uses the Sjaastad model to estimate the optimal currency area for the Nepalese rupee and concludes that, currently, Nepal may be reasonably well off with its peg to the Indian rupee. As its economy opens and its trade base and trading partners expand, it may want to reevaluate whether moving toward an exchange rate basket including the U.S. dollar may be a better policy choice. The regression results indicate that, currently, the prices of imported goods in Nepal are solely influenced by India, suggesting that with the peg to the Indian rupee, Nepal can isolate the import side of its economy completely from external shocks. On the export side, the regression results indicate that Nepalese export prices seem, to a large extent, to be influenced by U.S. prices. However, the export price index had to be constructed, and the construction methodology is likely to entail an overestimation of the impact of the U.S. dollar.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 04/142.

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Length: 15 pages
Date of creation: 16 Aug 2004
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Handle: RePEc:imf:imfwpa:04/142

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Related research
Keywords: Monetary unions ; Nepal ; Asia ; Financial crisis ; Exchange rates ; Currencies ; Currency pegs ; Economic models ;

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  1. Flanders, M June & Helpman, Elhanan, 1979. "An Optimal Exchange Rate Peg in a World of General Floating," Review of Economic Studies, Blackwell Publishing, vol. 46(3), pages 533-42, July. [Downloadable!] (restricted)
  2. Reinhart, Carmen & Kaminsky, Graciela, 2002. "Financial markets in time of stress," MPRA Paper 13869, University Library of Munich, Germany. [Downloadable!]
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  3. Ito, Takatoshi & Ogawa, Eiji & Sasaki, Yuri Nagataki, 1998. "How Did the Dollar Peg Fail in Asia?," Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 256-304, December. [Downloadable!] (restricted)
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  4. June Flanders, M. & Tishler, Asher, 1981. "The role of elasticity optimism in choosing an optimal currency basket with applications to Israel," Journal of International Economics, Elsevier, vol. 11(3), pages 395-406, August. [Downloadable!] (restricted)
  5. Larry A. Sjaastad, 1998. "Why PPP Real Exchange Rates Mislead," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 179-207, November. [Downloadable!]
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