Fiscal devaluation and real exchange rates in the Euro area: Some econometric insights

B-Tier
Journal: Review of International Economics
Year: 2019
Volume: 27
Issue: 2
Pages: 694-710

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We explore whether a fiscal devaluation, that is, a reduction in employers’ social security contributions and an increase in value added tax, affects two indicators of bilateral real exchange rates in the euro area: one based on unit labor costs, and another based on consumer prices. We find that, in the short term, cuts in employers’ contributions depreciate real exchange rates based on unit labor costs, while value added tax hikes appreciate real exchange rates based on consumer prices. In the long run, a value added tax increase also appreciates the real exchange rates based on unit labor costs.

Technical Details

RePEc Handle
repec:bla:reviec:v:27:y:2019:i:2:p:694-710
Journal Field
International
Author Count
3
Added to Database
2026-01-29