Monetary Policy and Exchange Rate Volatility in a Small Open Economy

S-Tier
Journal: Review of Economic Studies
Year: 2005
Volume: 72
Issue: 3
Pages: 707-734

Authors (2)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

We lay out a small open economy version of the Calvo sticky price model, and show how the equilibrium dynamics can be reduced to a simple representation in domestic inflation and the output gap. We use the resulting framework to analyse the macroeconomic implications of three alternative rule-based policy regimes for the small open economy: domestic inflation and CPI-based Taylor rules, and an exchange rate peg. We show that a key difference among these regimes lies in the relative amount of exchange rate volatility that they entail. We also discuss a special case for which domestic inflation targeting constitutes the optimal policy, and where a simple second order approximation to the utility of the representative consumer can be derived and used to evaluate the welfare losses associated with the suboptimal rules. Copyright 2005, Wiley-Blackwell.

Technical Details

RePEc Handle
repec:oup:restud:v:72:y:2005:i:3:p:707-734
Journal Field
General
Author Count
2
Added to Database
2026-01-25