How Does Learning Affect Inflation After a Shift in the Exchange Rate Regime? /

This paper analyzes the consequences of a shift from a floating to a pegged exchange rate regime on the actual and expected inflation rate, in an environment of asymmetric information. Policymaking is endogenous and the public learns rationally. There are two main findings. First, there is a 'h...

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Bibliographic Details
Main Author: Papi, Laura
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1994.
Series:IMF Working Papers; Working Paper ; No. 1994/070
Online Access:Full text available on IMF
Description
Summary:This paper analyzes the consequences of a shift from a floating to a pegged exchange rate regime on the actual and expected inflation rate, in an environment of asymmetric information. Policymaking is endogenous and the public learns rationally. There are two main findings. First, there is a 'honeymoon effect' after the regime change, where inflation is lower than in the long run. Second, the asymmetric information outcome converges to that of symmetric information in the long run.
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Physical Description:1 online resource (26 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students