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Do Fixed Exchange Rates Inhibit Macroeconomic Adjustments?

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Author Info
Devereux, M.B.

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Abstract

The paper takes issue with the proposition that a fixed exchange rate regime reduces the ability of the economy to adjust to outside macroeconomic shocks, even in a world where prices are sticky. We construct a model where a very small economy interacts with a large world economy, and must choose an exchange rate policy to deal with macro shocks coming from the rest of the world. We show that there is in fact no trade-off between exchange rate flexibility and output volatility. In fact, in face of monetary disturbances coming from the rest of the world, output volatility is lower under fixed exchange rates than under floating exchange rates.

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Publisher Info
Paper provided by UBC Department of Economics in its series UBC Departmental Archives with number 99-06.

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Length: 22 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:ubc:bricol:99-06

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Related research
Keywords: EXCHANGE RATE ; MONETARY POLICY;

Find related papers by JEL classification:
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

Cited by:
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  1. Diego Bastourre & Jorge Carrera, 2004. "Could The Exchange Rate Regime Reduce Macroeconomic Volatility?," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 067, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    Other versions:
  2. Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian, 2003. "Dollarization and real volatility," CEPREMAP Working Papers (Couverture Orange) 0311, CEPREMAP. [Downloadable!]
  3. Lucio Sarno, 2001. "Toward a new paradigm in open economy modeling: where do we stand?," The Regional Economist, Federal Reserve Bank of St. Louis, issue May, pages 21-36. [Downloadable!]
Statistics
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This page was last updated on 2009-12-3.


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