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Balance of Payments Anti-Crises

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Author Info
Michael Kumhof
Isabel K. Yan

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Abstract

Several emerging economies have, until recently, experienced large government surpluses and accelerating foreign exchange reserve accumulation. This has been accompanied by economic booms, exchange rate appreciations and in some cases increases in domestic inflation. We show that one way to understand these episodes is as manifestations of balance of payments anti-crises, as reflecting the perception that the government intends to discontinue its accumulation of reserves in the near future. The end-phase of such crises is characterized by nominal interest rates approaching their zero lower bound in accelerating fashion and, if the government targets CPI inflation, by fast increasing domestic inflation.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 09/134.

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Length: 21 pages
Date of creation: 06 Jul 2009
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Handle: RePEc:imf:imfwpa:09/134

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Related research
Keywords: Balance of payments ; Current account surpluses ; Data analysis ; Economic models ; Emerging markets ; Exchange rate appreciation ; Fiscal policy ; Foreign exchange reserves ; Inflation ; Monetary policy ; Reserves accumulation ;

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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.:
  1. Enrique G. Mendoza, 2005. "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," NBER Working Papers 11691, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Guillermo A. Calvo & Carlos A. Vegh, 1999. "Inflation Stabilization and BOP Crises in Developing Countries," NBER Working Papers 6925, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Michael Kumhof & Shujing Li & Isabel K. Yan, 2007. "Balance of Payments Crises Under Inflation Targeting," IMF Working Papers 07/84, International Monetary Fund. [Downloadable!]
    Other versions:
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This page was last updated on 2009-12-17.


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