Foreign Demand for Domestic Currency and the Optimal Rate of Inflation

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2012
Volume: 44
Issue: 6
Pages: 1207-1224

Authors (2)

STEPHANIE SCHMITT‐GROHÉ (not in RePEc) MARTÍN URIBE (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We characterize the Ramsey optimal rate of inflation in a model with a foreign demand for domestic currency. In the absence of such demand, the model implies that the Friedman rule—deflation at the real rate of interest—is optimal. We show analytically that in the presence of a foreign demand for domestic currency, this result breaks down. Calibrated versions of the model deliver optimal annual rates of inflation between 2% and 10%. The domestically benevolent government imposes an inflation tax to extract resources from the rest of the world in the form of seignorage revenue.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:44:y:2012:i:6:p:1207-1224
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29