Persistence of dollarization after price stabilization

A-Tier
Journal: Journal of Monetary Economics
Year: 2009
Volume: 56
Issue: 7
Pages: 979-989

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

Credit contracts in developing countries are often denominated in foreign currencies, even after many of these economies succeeded in controlling inflation. This paper proposes a new interpretation of this apparent puzzle based on the demand for insurance against real shocks: the fact that devaluations occur more frequently in adverse states of the world provides a motive for holding dollar assets. This approach implies a complementarity between the optimal monetary policy and the currency denomination of contracts. When a large proportion of liabilities is denominated in a foreign currency, the optimal exchange rate volatility is low, which reinforces the demand for dollar assets.

Technical Details

RePEc Handle
repec:eee:moneco:v:56:y:2009:i:7:p:979-989
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29