Sticky Exchange Rates and Flexible Prices : A Heretic View From the Interwar Period /

Real exchange rate variability tends to be higher under flexible than under fixed exchange rates. The neokeynesian view attributes the higher variability to the combination of volatile nominal exchange rates with sticky prices. The neoclassical approach regards an increased incidence of real shocks...

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Bibliographic Details
Main Author: Gulde, Anne
Other Authors: Wolf, Holger
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1991.
Series:IMF Working Papers; Working Paper ; No. 1991/124
Online Access:Full text available on IMF
Description
Summary:Real exchange rate variability tends to be higher under flexible than under fixed exchange rates. The neokeynesian view attributes the higher variability to the combination of volatile nominal exchange rates with sticky prices. The neoclassical approach regards an increased incidence of real shocks as the culprit. We test the crucial assumptions underlying the two models for the interwar period. Prices and exchange rates are found to be equally flexible. We hence reject the neokeynesian sticky price view for our sample period. In contrast, our results are consistent with, while not constituting evidence for, the neoclassical equilibrium approach.
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Physical Description:1 online resource (74 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students