Interest Rate Targeting in a Small Open Economy : The Predetermined Exchange Rates Case /

An important hurdle in analyzing interest rate targeting is that standard models usually lead to price level or inflation rate indeterminacy. This paper develops a simple framework in which such problems do not arise because the bonds whose interest rate is controlled provide liquidity services. Thi...

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Bibliographic Details
Main Author: Calvo, Guillermo
Other Authors: Vegh Gramont, Carlos
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1990.
Series:IMF Working Papers; Working Paper ; No. 1990/021
Online Access:Full text available on IMF
Description
Summary:An important hurdle in analyzing interest rate targeting is that standard models usually lead to price level or inflation rate indeterminacy. This paper develops a simple framework in which such problems do not arise because the bonds whose interest rate is controlled provide liquidity services. This framework is used to examine interest rate targeting in a small open economy under predetermined exchange rates. A permanent increase in the interest rate has no real effects. In contrast, a temporary increase in the interest rate leads to higher consumption and to a current account deficit that worsens over time.
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Physical Description:1 online resource (32 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students