Optimal exchange-rate policy under collateral constraints and wage rigidity

A-Tier
Journal: Journal of International Economics
Year: 2021
Volume: 131
Issue: C

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies the conduct of monetary policy in economies with currency mismatch. To this end, I build a model that embeds financial frictions from households' collateralized borrowing in foreign currency into an open-economy Keynesian framework. The monetary authority faces a trade-off between traditional unemployment stabilization gains from currency depreciation and its costs in terms of generating debt deflation and tightening households' ability to borrow. The optimal policy under this trade-off results in macroeconomic patterns aligned with those observed in emerging-markets data, including large currency depreciation and consumption adjustments during crises. The optimal degree of “fear of floating” depends on the level of indebtedness with which the economy arrives to a crisis and on the type of experienced by the economy.

Technical Details

RePEc Handle
repec:eee:inecon:v:131:y:2021:i:c:s0022199621000556
Journal Field
International
Author Count
1
Added to Database
2026-01-26