Currency Wars? Unconventional Monetary Policy Does Not Stimulate Exports

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2021
Volume: 53
Issue: 5
Pages: 1079-1096

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

I investigate whether countries that use unconventional monetary policy (UMP) experience export booms. I use a popular gravity model of trade which requires neither the exogeneity of UMP, nor instrumental variables for UMP. In practice, countries that engage in UMP experience a drop in exports vis‐à‐vis countries that are not engaged in such policies, holding other things constant. Quantitative easing is associated with exports that are about 10% lower to countries not engaged in UMP; this amount is significantly different from zero and similar to the effect of negative nominal interest rates. Thus, there is no evidence that countries have gained export markets through UMP; currency wars that have been launched have also been lost. UMP is also associated with a comparable drop in imports and exchange rates, suggesting that countries engage in UMP when they are experiencing adverse macroeconomic shocks concurrent with those that eviscerate international trade.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:53:y:2021:i:5:p:1079-1096
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29