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Issues in the Choice of a Monetary Regime for India

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Author Info
Warwick J. McKibbin ()
Kanhaiya Singh

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Abstract

Economic liberalization and financial sector reforms in India commenced in 1990. An important issue currently facing India and the focus of a lively debate, is the question of the appropriate regime for conducting monetary policy in an economy undergoing structural reforms. To add to this important debate, this paper summarizes the state of the current policy debate on selecting a monetary regime for India and presents estimates of the impact of alternative monetary regimes in the face of a variety of shocks to the Indian economy. The impacts of shocks to aggregate demand, productivity growth and risk perceptions are considered under the three policy regimes of money targeting, inflation targeting and nominal income targeting. It is concluded that a monetary target performs worst among the three regimes while the results of income targeting are most encouraging. Inflation targeting only performs well for demand shocks but causes greater volatility in real output under both productivity shocks and risk reassessment shocks. As there is a general trend towards inflation targeting in industrialized economies, this particular results should give some caution to Indian monetary authorities in following the industrialized world in their choice of an inflation-targeting regime. The most likely shocks to face India in a period of structural reform are different to those facing industrialized economies and are less well handled under an inflation target regime compared to a nominal income-targeting regime.

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Paper provided by Australian National University, Australia South Asia Research Centre in its series ASARC Working Papers with number 2000-01.

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Date of creation: May 2000
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Handle: RePEc:pas:asarcc:2000-01

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Find related papers by JEL classification:
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation

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  1. Henderson, Dale W. & McKibbin, Warwick J., 1993. "A comparison of some basic monetary policy regimes for open economies: implications of different degrees of instrument adjustment and wage persistence," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 221-317, December. [Downloadable!] (restricted)
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  2. Stephen G. Cecchetti, 1998. "Policy rules and targets: framing the central banker's problem," Economic Policy Review, Federal Reserve Bank of New York, issue Jun, pages 1-14. [Downloadable!]
  3. Paul R. Masson, 1997. "The Scope for Inflation Targeting in Developing Countries," IMF Working Papers 97/130, International Monetary Fund.
  4. Bean, Charles R, 1983. "Targeting Nominal Income: An Appraisal," Economic Journal, Royal Economic Society, vol. 93(372), pages 806-19, December. [Downloadable!] (restricted)
  5. Kareken, John H & Muench, Thomas & Wallace, Neil, 1973. "Optimal Open Market Strategy: The Use of Information Variables," American Economic Review, American Economic Association, vol. 63(1), pages 156-72, March. [Downloadable!] (restricted)
  6. Barro, Robert J & Gordon, David B, 1983. "A Positive Theory of Monetary Policy in a Natural Rate Model," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 589-610, August. [Downloadable!] (restricted)
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  7. Mckibbin, W.J. & Sachs, J.D., 1989. "The Mckibbin-Sachs Global (Msg) Model," Papers 78, Brookings Institution - Working Papers.
  8. Mckibbin, Warwick J. & Sachs, Jeffrey D., 1988. "Comparing the global performance of alternative exchange arrangements," Journal of International Money and Finance, Elsevier, vol. 7(4), pages 387-410. [Downloadable!] (restricted)
  9. Friedman, Benjamin M., 1990. "Targets and instruments of monetary policy," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 2, chapter 22, pages 1185-1230 Elsevier. [Downloadable!] (restricted)
  10. Frederic S. Mishkin, 1999. "International Experiences with Different Monetary Policy Regimes," NBER Working Papers 6965, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. William Poole, 1970. "Optimal choice of monetary policy instruments in a simple stochastic macro model," Staff Studies 57, Board of Governors of the Federal Reserve System (U.S.).
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  12. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January. [Downloadable!] (restricted)
  13. Benjamin M. Friedman, 1977. "The Inefficiency of Short-Run Monetary Targets for Monetary Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 8(1977-2), pages 293-346. [Downloadable!]
  14. McKibbin, Warwick J. & Pagan, Adrian R. & Robertson, John C., 1998. "Some experiments in constructing a hybrid model for macroeconomic analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 113-142, December. [Downloadable!] (restricted)
  15. Kydland, Finn E & Prescott, Edward C, 1977. "Rules Rather Than Discretion: The Inconsistency of Optimal Plans," Journal of Political Economy, University of Chicago Press, vol. 85(3), pages 473-91, June. [Downloadable!] (restricted)
  16. Argy, V. & Mckibbin, W. & Siegloff, E., 1989. "Exchange Rate Regimes For Small Economy In A Multi-Country World," Princeton Studies in International Economics 67, International Economics Section, Departement of Economics Princeton University,.
  17. Hayashi, Fumio, 1982. "Tobin's Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Econometric Society, vol. 50(1), pages 213-24, January. [Downloadable!] (restricted)
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  1. Frankel, Jeffrey, 2003. "Experience of and Lessons from Exchange Rate Regimes in Emerging Economies," Working Paper Series rwp03-011, Harvard University, John F. Kennedy School of Government. [Downloadable!]
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  2. Kaushik Bhattacharya, 2006. "Monetary policy approaches in India," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in Asia: approaches and implementation, volume 31, pages 74-102 Bank for International Settlements. [Downloadable!]
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