When are devaluations more contractionary? A Quantile VAR estimation for Argentina

This paper presents empirical evidence on the short- and medium-run contractionary effects of exchange rate shocks and currency devaluations for bimonetary (i. e., highly dollarized) countries. In particular, for Argentina for the period January 2004-December 2018. Using a VAR representation with qu...

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Detalles Bibliográficos
Autores: Montes Rojas, Gabriel Victorio, Bertholet, Nicolás
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2022
País:Argentina
Institución:Consejo Nacional de Investigaciones Científicas y Técnicas
Repositorio:CONICET Digital (CONICET)
Idioma:inglés
OAI Identifier:oai:ri.conicet.gov.ar:11336/204657
Acceso en línea:http://hdl.handle.net/11336/204657
Access Level:acceso abierto
Palabra clave:IMPULSE-RESPONSE FUNCTIONS
VECTOR AUTOREGRESSIVE MODELS
MULTIVARIATE QUANTILES
EXCHANGE RATE
PASS-THROUGH
RECESSION
https://purl.org/becyt/ford/5.2
https://purl.org/becyt/ford/5
Descripción
Sumario:This paper presents empirical evidence on the short- and medium-run contractionary effects of exchange rate shocks and currency devaluations for bimonetary (i. e., highly dollarized) countries. In particular, for Argentina for the period January 2004-December 2018. Using a VAR representation with quantile heterogeneity, it implements a multivariate model with four macroeconomic variables: exchange rate variations, inflation, economic activity and nominal wage growth. The empirical results show a 30% price pass-through effects and a bimodal effect on output, with both positive and negative effects. Wages adjust less than prices with the consequent effect that real wages have a negative elasticity of 0.23 with respect to exchange rate shocks. Further analysis on the multivariate responses show that the negative effect on output is associated with a decline in real wages: a 1% fall in real wages after a currency devaluation produces a 2.3% decline in output.