Disinflation and the Recession-Now-Versus-Recession-Later Hypothesis : Evidence From Uruguay /

Both analytical models and casual empiricism suggest that the timing of the recessionary costs associated with inflation stabilization in chronic inflation countries may depend on the nominal anchor which is used. Under money-based stabilization, the recession occurs at the beginning of the program,...

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Bibliographic Details
Main Author: Vegh Gramont, Carlos
Other Authors: Hoffmaister, Willy
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1995.
Series:IMF Working Papers; Working Paper ; No. 1995/099
Online Access:Full text available on IMF
Description
Summary:Both analytical models and casual empiricism suggest that the timing of the recessionary costs associated with inflation stabilization in chronic inflation countries may depend on the nominal anchor which is used. Under money-based stabilization, the recession occurs at the beginning of the program, while under exchange rate-based stabilization the recession occurs later in the program. This paper provides a first attempt to formally test this hypothesis using a vector-autoregression model for Uruguay. The impulse response of output to different stabilization policies is broadly consistent with the 'recession-now-versus-recession-later' hypothesis. The evidence also suggests, however, that the effectiveness of a monetary anchor in reducing inflation is hindered by the high degree of dollarization of the Uruguayan economy.
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Physical Description:1 online resource (46 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students