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货币替代中的价值效应与网络效应
[Value effect and network effect in the process of currency substitution]

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Author Info
Pang, Xiaobo
Huang, Weiting

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Abstract

This paper builds an inter-temporal model to study the value and network effects in the process of currency substitution. According to our model, we can define the inaction area and malignant area by taking real interest rate difference and network effect variable as two axes. We also find that the network effect is inconsistent, that is, in the inaction area it will stabilize the using of domestic currency and inhibit currency substitution, however, in the malignant area, it will accelerate currency substitution. This inconsistence result to a ratchet effect in the process of anti-currency substitution.

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File URL: http://mpra.ub.uni-muenchen.de/11627/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 11627.

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Date of creation: Dec 2005
Date of revision: May 2007
Publication status: Published in 21shiji shuliang jingjixue 1.8(2008): pp. 127-134
Handle: RePEc:pra:mprapa:11627

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Related research
Keywords: currency substitution; network effects; exchange cost; ratchet effect;

Find related papers by JEL classification:
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money

References listed on IDEAS
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  1. Nienke Oomes, 2003. "Network Externalities and Dollarization Hysteresis: The Case of Russia," IMF Working Papers 03/96, International Monetary Fund. [Downloadable!]
  2. Pablo Guidotti & Carlos A. Rodríguez, 1992. "Dollarization in Latin America: Gresham's Law in Reverse?," CEMA Working Papers: Serie Documentos de Trabajo. 81, Universidad del CEMA. [Downloadable!]
    Other versions:
  3. Uribe, Martin, 1997. "Hysteresis in a simple model of currency substitution," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 185-202, September. [Downloadable!] (restricted)
    Other versions:
  4. Miguel A. Savastano, 1996. "Dollarization in Latin America - Recent Evidence and Some Policy Issues," IMF Working Papers 96/4, International Monetary Fund.
  5. Nobuhiro Kiyotaki & John Moore, 2004. "A Cost of Unified Currency," ESE Discussion Papers 119, Edinburgh School of Economics, University of Edinburgh.
  6. Dowd, Kevin & Greenaway, David, 1993. "Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas," Economic Journal, Royal Economic Society, vol. 103(420), pages 1180-89, September. [Downloadable!] (restricted)
  7. Calvo, Guillermo A., 1985. "Currency substitution and the real exchange rate: the utility maximization approach," Journal of International Money and Finance, Elsevier, vol. 4(2), pages 175-188, June. [Downloadable!] (restricted)
  8. Calvo, Guillermo A & Rodriguez, Carlos Alfredo, 1977. "A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations," Journal of Political Economy, University of Chicago Press, vol. 85(3), pages 617-25, June. [Downloadable!] (restricted)
  9. Kiyotaki, Nobuhiro & Wright, Randall, 1989. "On Money as a Medium of Exchange," Journal of Political Economy, University of Chicago Press, vol. 97(4), pages 927-54, August. [Downloadable!] (restricted)
  10. Edgar L. Feige & Vedran Šošiæ & Michael Faulend & Velimir Šonje, 2002. "Unofficial Dollarization in Latin America: Currency Substitution, Network Externalities and Irreversibility," International Finance 0205002, EconWPA. [Downloadable!]
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