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Currency Substitution, Unoffical Dollarization and Estimates of Foreign Currency Held Abroad: The Case of Croatia

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Author Info
Edgar L. Feige (The University of Wisconsin-Madison)
Michael Faulend (Croatian National Bank)
Velimir Sonje (Croatian National Bank)
Vedran Sosic (Croatian National Bank)

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Abstract

This paper employs new estimates of US currency held abroad to determine the degree of unofficial or de facto dollarization that has taken place in key countries around the world. Empirical estimates of foreign currency in circulation permits refined definitions of unofficial dollarization indices as well as new measures of currency and asset substitution and bank credibility indices. The new unofficial dollarization indices are compared to the commonly used IMF dollarization measures and are shown to be superior. The paper then examines the problem of estimating the unobserved amounts of European currencies [particularly the Deutsche mark (DM)] that circulate as second currencies in many Central and Eastern European nations. A denomination displacement method and a money demand method are employed to estimate the unobserved quantity of DM circulating in Croatia. The final section calls attention to the importance of monitoring the historic experiment that will take place when the Euro currency is introduced on January 1, 2002. In particular, it calls for a data collection mechanism capable of measuring the extent to which the new Euro currency substitutes for the local currencies of Central and Eastern European transition countries.

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Paper provided by EconWPA in its series International Finance with number 0106001.

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Date of creation: 06 Jun 2001
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Handle: RePEc:wpa:wuwpif:0106001

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Related research
Keywords: Currency Substitution; Unofficial Dollarization; Defacto dollarization; asset substitution; exchange rate policy; Euro currency; foreign currency circulating abroad; irreversibility; hysteresis; network externalities.;

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Find related papers by JEL classification:
F3 - International Economics - - International Finance
F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance

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  1. John Murray & James Powell, 2002. "Dollarization in Canada: The Buck Stops There," Technical Reports 90, Bank of Canada. [Downloadable!]
  2. Edgar Feige & James Dean, 2002. "Dollarization and Euroization in Transition Countries: Currency Substitution, Asset Substitution, Network Externalities and Irreversibility," International Finance 0205003, EconWPA. [Downloadable!]
  3. Helmut Stix, 2001. "Survey Results about Foreign Currency Holdings in Five Central and Eastern European Countries," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 2(3), pages 41-48, 02. [Downloadable!]
  4. Komárek Luboš & Melecký Martin, 2001. "Currency Substitution in the Transition Economy : A Case of the Czech Republic 1993-2001," The Warwick Economics Research Paper Series (TWERPS) 613, University of Warwick, Department of Economics. [Downloadable!]
  5. Seater, John J., 2008. "The Demand for Currency Substitution," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(35), pages 1-30. [Downloadable!]
  6. Komárek Luboš & Melecký Martin, 2001. "Demand for Money in the Transition Economy : The Case of the Czech Republic 1993–2001," The Warwick Economics Research Paper Series (TWERPS) 614, University of Warwick, Department of Economics. [Downloadable!]
  7. Harrison , Barry & Vymyatnina, Yulia, 2007. "Currency substitution in a de-dollarizing economy: The case of Russia," BOFIT Discussion Papers 3/2007, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  8. Yinusa, D. O. & Akinlo, A.E., 2008. "Exchange Rate Volatility and the extent of Currency Substitution in Nigeria," MPRA Paper 16257, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  9. Edgar L. Feige, 2003. "The Dynamics of Currency Substitution, Asset Substitution and De facto Dollarization and Euroization in Transition Countries," Macroeconomics 0302005, EconWPA. [Downloadable!]
    Other versions:
  10. Vedran Sosic & Michael Faulend, 2002. "Dollarisation and the Underground Economy: Accidental Partners?," Occasional paper series 15, Institute of Public Finance. [Downloadable!]
  11. repec:att:wimass:192033 is not listed on IDEAS
  12. Shinkevich Andrey, 2002. "Dollarization Hysteresis in Russia," EERC Working Paper Series 00-087e, EERC Research Network, Russia and CIS. [Downloadable!]
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