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Fiscal Policy and the Real Exchange Rate

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Author Info
Michael Devereux
Douglas D. Purvis

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Abstract

This paper reconsiders some conventional notions about fiscal policy under flexible exchange rates using an extended version of the well-known Dornbusch "overshooting" model. Three widely-held views are challenged: 1) the Mundell-Fleming result that fiscal policy is ineffective under flexible exchange rates; 2) that real shocks (including fiscal policy) do not cause exchange rate overshooting; and 3) that real shocks are not important in explaining high exchange rate variability. In our model, output is affected by fiscal policy in the short and long run.

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Publisher Info
Paper provided by Queen's University, Department of Economics in its series Working Papers with number 593.

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Length: 33 pages
Date of creation: 1984
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Handle: RePEc:qed:wpaper:593

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  1. Wohltmann, Hans-Werner & Clausen, Volker, 2003. "Oil Price Shocks and Monetary Policy in an Asymmetric Monetary Union§," Economics working papers 2003,11, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
  2. Pekka Ahtiala, 1998. "Fiscal Policy Under Flexible Exchange Rates: When Is Expansion Contractionary?," International Economic Journal, Korean International Economic Association, vol. 12(2), pages 17-34, June. [Downloadable!] (restricted)
  3. Bernd Kempa & Michael Nelles, 1999. "Sticky Prices And Alternative Monetary Feedback Rules: How Robust Is The Overshooting Phenomenon?," International Economic Journal, Korean International Economic Association, vol. 13(3), pages 1-18, October. [Downloadable!] (restricted)
  4. Wohltmann, Hans-Werner & Winkler, Roland, 2005. "Dynamic Effects of Raw Materials Price Shocks for Large Oil-Dependent Economies," Economics working papers 2005,01, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
  5. Wohltmann, Hans-Werner & Winkler, Roland, 2005. "Oil Price Shocks and Currency Denomination (A revised version of EWP 2005-01)," Economics working papers 2005,10, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
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