Financial crises and exchange rate policy

This paper studies exchange rate policy in a small open economy model featuring an occasionally binding collateral constraint and Fisherian deflation. The goal is to evaluate the performance of alternative exchange rate policies in sudden stop-prone economies. The key element of the analysis is a pe...

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Detalles Bibliográficos
Autor: Fornaro, Luca
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2015
País:España
Institución:Universitat Pompeu Fabra
Repositorio:Repositorio Digital de la UPF
OAI Identifier:oai:repositori.upf.edu:10230/55437
Acceso en línea:http://hdl.handle.net/10230/55437
http://dx.doi.org/10.1016/j.jinteco.2014.11.009
Access Level:acceso abierto
Palabra clave:Financial crises
Monetary policy
Sudden stops
Exchange rate regime
Nominal wage rigidities
Pecuniary externalities
Descripción
Sumario:This paper studies exchange rate policy in a small open economy model featuring an occasionally binding collateral constraint and Fisherian deflation. The goal is to evaluate the performance of alternative exchange rate policies in sudden stop-prone economies. The key element of the analysis is a pecuniary externality arising from frictions in the international credit markets, which creates a trade-off between price and financial stability. The main result is that depreciating the exchange rate during a financial crisis has a positive impact on welfare, because the stimulus provided by a depreciation sustains asset prices, value of collateral, and access to the international credit markets.