Inflation Targeting and Exchange Rate Management In Less Developed Countries /

We analyze coordination of monetary and exchange rate policy in a two-sector model of a small open economy featuring imperfect substitution between domestic and foreign financial assets. Our central finding is that management of the exchange rate greatly enhances the efficacy of inflation targeting....

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Detalles Bibliográficos
Autor principal: Airaudo, Marco
Otros Autores: Buffie, Edward, Zanna, Luis-Felipe
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2016.
Colección:IMF Working Papers; Working Paper ; No. 2016/055
Acceso en línea:Full text available on IMF
Descripción
Sumario:We analyze coordination of monetary and exchange rate policy in a two-sector model of a small open economy featuring imperfect substitution between domestic and foreign financial assets. Our central finding is that management of the exchange rate greatly enhances the efficacy of inflation targeting. In a flexible exchange rate system, inflation targeting incurs a high risk of indeterminacy where macroeconomic fluctuations can be driven by self-fulfilling expectations. Moreover, small inflation shocks may escalate into much larger increases in inflation ex post. Both problems disappear when the central bank leans heavily against the wind in a managed float.
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Descripción Física:1 online resource (65 pages)
Formato:Mode of access: Internet
ISSN:1018-5941
Acceso:Electronic access restricted to authorized BRAC University faculty, staff and students