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Does Competition Between Currencies Lead to Price Level and Exchange Rate Stability?

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Michael Woodford

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Abstract

Over the past century, the world economy has passed through a succession of phases characterized by very different levels of international capital flows. This paper asks what accounts for these dramatic shifts in the extent of capital movements across national borders, three categories of explanation are considered. The first emphasizes the policy regime - attributing the unusual extent of capital flows prior to 1914 to the operation of the international gold standard, The second focuses on the stages-of-indebtedness sometimes thought to characterize the process of economic development. The third ascribes changes in the extent of capital flows to the boom-and-bust cycles through which international capital markets are thought to pass. Though each approach contributes something to our understanding of the phenomenon, none is totally satisfactory. I therefore suggest an alternative explanation, which lays stress on the increase in the magnitude of real interest rate and reel exchange race variability that has occurred over the last 100 years.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 3441.

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Date of creation: Sep 1990
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Handle: RePEc:nbr:nberwo:3441

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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. Lucas, Robert Jr., 1982. "Interest rates and currency prices in a two-country world," Journal of Monetary Economics, Elsevier, vol. 10(3), pages 335-359. [Downloadable!] (restricted)
  2. Friedman, Milton, 1971. "Government Revenue from Inflation," Journal of Political Economy, University of Chicago Press, vol. 79(4), pages 846-56, July-Aug.. [Downloadable!] (restricted)
  3. Miles, Marc A, 1978. "Currency Substitution, Flexible Exchange Rates, and Monetary Independence," American Economic Review, American Economic Association, vol. 68(3), pages 428-36, June.
  4. Chiappori, P.A. & Guesnerie, R., 1989. "Self-Fulfilling Theories: The Sunspot Connection," DELTA Working Papers 89-19, DELTA (Ecole normale supérieure).
  5. Girton, Lance & Roper, Don E, 1981. "Theory and Implications of Currency Substitution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(1), pages 12-30, February. [Downloadable!] (restricted)
  6. Svensson, Lars E O, 1985. "Money and Asset Prices in a Cash-in-Advance Economy," Journal of Political Economy, University of Chicago Press, vol. 93(5), pages 919-44, October. [Downloadable!] (restricted)
  7. Grandmont, Jean-Michel, 1985. "On Endogenous Competitive Business Cycles," Econometrica, Econometric Society, vol. 53(5), pages 995-1045, September. [Downloadable!] (restricted)
  8. Kareken, John & Wallace, Neil, 1981. "On the Indeterminacy of Equilibrium Exchange Rates," The Quarterly Journal of Economics, MIT Press, vol. 96(2), pages 207-22, May. [Downloadable!] (restricted)
  9. Lucas, Robert E, Jr & Stokey, Nancy L, 1987. "Money and Interest in a Cash-in-Advance Economy," Econometrica, Econometric Society, vol. 55(3), pages 491-513, May. [Downloadable!] (restricted)
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  1. Lorenzo Bini-Smaghi & Silvia Vori, 1993. "Is there a “triffin dilemma†for the EMS?," Open Economies Review, Springer, vol. 4(2), pages 175-188, June. [Downloadable!] (restricted)
  2. Flavio Padrini, 1997. "Efficiency Of The Payments System, Velocity Of Circulation Of Money, And Financial Markets," Macroeconomics 9706004, EconWPA. [Downloadable!]
  3. Jordi Caballe & Jana Hromcova, 2001. "The Role of Central Bank Operating Procedures in an Economy with Productive Government Spending," UFAE and IAE Working Papers 504.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
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