Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2022
Volume: 145
Issue: C

Authors (5)

Gardini, Laura (not in RePEc) Radi, Davide (not in RePEc) Schmitt, Noemi (not in RePEc) Sushko, Iryna (not in RePEc) Westerhoff, Frank (Otto-Friedrich Universität Bam...)

Score contribution per author:

0.402 = (α=2.01 / 5 authors) × 1.0x B-tier

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

Abstract

Based on a behavioral exchange rate model, we show that a central bank that conducts competitive interventions to promote its economy may devalue its currency, albeit at the expense of creating heightened exchange rate volatility. However, currency manipulation may easily spark currency wars, i.e. rival central banks may retaliate by conducting competitive interventions, too. We find that the central bank that intervenes more aggressively during a currency war may succeed in devaluing its currency, yet the exchange rate’s volatility may increase significantly. If both central banks act equally aggressively, a currency war merely amplifies exchange rate fluctuations.

Technical Details

RePEc Handle
repec:eee:dyncon:v:145:y:2022:i:c:s0165188922002482
Journal Field
Macro
Author Count
5
Added to Database
2026-01-29