Pegged Exchange Rate Regimes—A Trap?

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2008
Volume: 40
Issue: 4
Pages: 817-835

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 analyze the role of an exchange rate peg as a commitment mechanism to achieve inflation stability when multiple equilibria are possible. We show that there are ex ante large gains from choosing a more conservative regime not only in order to mitigate inflation bias from time inconsistency but also to avoid high inflation equilibria. In these circumstances, using a pegged exchange rate as an anti‐inflation commitment device can create a “trap” whereby the regime initially confers gains in anti‐inflation credibility but ultimately results in an exit occasioned by a big enough adverse real shock that creates large welfare losses to the economy.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:40:y:2008:i:4:p:817-835
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24