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Real Exchange Rate Appreciation in Emerging Markets : Can Fiscal Policy Help? / Marialuz Moreno Badia, Alex Segura-Ubiergo.

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Format:
Book
Government document
Author/Creator:
Moreno Badia, Marialuz.
Contributor:
Segura-Ubiergo, Alex.
Series:
IMF Working Papers; Working Paper ; No. 2014/001
IMF working paper ; WP/14/1
IMF Working Papers
Language:
English
Subjects (All):
Foreign exchange.
Physical Description:
1 online resource (24 p.)
Place of Publication:
Washington, D.C. : International Monetary Fund, 2014.
Language Note:
English
Summary:
A number of emerging markets have experienced substantial real exchange rate appreciation in recent years, generating concerns about competitiveness and prompting policymakers to respond with a combination of mitigating policies. This paper shows that fiscal policy can play a role in alleviating these pressures. Using a sample of 28 emerging market economies over 1983-2011, we estimate a dynamic model of the real exchange rate and find that a permanent fiscal adjustment may reduce appreciation pressures over the long term. Furthermore, the composition of public spending matters, with reductions in current spending playing a key role. To illustrate the importance of these findings, the paper focuses on the case of Brazil. Our results suggest that maintaining fiscal discipline while increasing public investment in Brazil is likely to ease real appreciation pressures, highlighting the importance of tackling long-standing budget rigidities.
Contents:
Cover; Contents; I. Introduction; Figures; 1. Emerging Markets: Real Effective Exchange Rate Appreciation; 2. Emerging Markets: Effective Exchange Rate Appreciation, 2002-12; II. Literature Review; III. Econometric Evidence; A. Methodology; B. Results; 3. Composition of Government Spending; C. Implications for Brazil; 4. Emerging Markets: Fiscal Performance; 5. Emerging Markets: Composition of Government Spending; 6. Brazil: Simulation Analysis; Box; 1. Budget Rigidities in Brazil; IV. Conclusions; Table; 1. Real Effective Exchange Rate: Long-Run Estimates; Appendix; I. Data; References
Notes:
Description based upon print version of record.
Includes bibliographical references.
Description based on online resource; title from PDF title page (ebrary, viewed February 17, 2014).
ISBN:
9781484344811
1484344812
9781475525052
1475525052
9781475516814
1475516819

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