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Optimal Exchange Rate Stabilization in a Dollarized Economy with Inflation Targets

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Author Info
Nicoletta Batini (International Monetary Fund)
Paul Levine (University of Surrey)
Joseph Pearlman (London Metropolitan University)

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Abstract

We build a small open-economy model with partial dollarization–households hold wealth in domestic currency and a foreign currency as in Felices and Tuesta (2006). The degree of dollarization is endogenous to the extent of exchange rate stabilization by the central bank. We identify the optimal monetary policy response under com-mitment and discretion and assess the optimal degree of exchange rate stabilization inthis set up, drawing policy implications for countries that target inflation in economies of this kind.

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File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2008/Working-Paper-04-2008.pdf
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Paper provided by Banco Central de Reserva del Perú in its series Working Papers with number 2008-004.

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Date of creation: Feb 2008
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Handle: RePEc:rbp:wpaper:2008-004

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Related research
Keywords: dollarized economies; optimal monetary policy; managed exchange rates; inflation-forecast-based rules;

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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
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

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  1. Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, . "The relationship between investment and large exchange rate depreciations in dollarized economies," Faculty Working Papers 01/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Felices Guillermo & Tuesta Vicente, 2007. "Monetary Policy in Dual Currency Environment," Working Papers 2007-006, Banco Central de Reserva del Perú. [Downloadable!]
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This page was last updated on 2009-11-15.


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