Exchange rate regimes, devaluations and growth collapses

The loss of output in major recessions tends to be permanent. Using IMF de facto exchange rate regime classifications over the period 1980 to 2012 for up to 193 countries, it is shown that growth collapses are more frequent under less flexible exchange rate regimes, and particularly hard pegs. Among...

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Main Authors: Bleaney, Michael, Saxena, Sweta, Yin, Lin
Format: Article
Published: Elsevier 2018
Subjects:
Online Access:https://eprints.nottingham.ac.uk/51798/
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author Bleaney, Michael
Saxena, Sweta
Yin, Lin
author_facet Bleaney, Michael
Saxena, Sweta
Yin, Lin
author_sort Bleaney, Michael
building Nottingham Research Data Repository
collection Online Access
description The loss of output in major recessions tends to be permanent. Using IMF de facto exchange rate regime classifications over the period 1980 to 2012 for up to 193 countries, it is shown that growth collapses are more frequent under less flexible exchange rate regimes, and particularly hard pegs. Amongst intermediate regimes, those with recent devaluations are less likely to experience a growth collapse, which confirms the role of exchange rate adjustment in reducing the output effects of a negative shock. Our findings are robust to the marked shift in the pattern of growth collapses after the global financial crisis.
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spelling nottingham-517982020-05-04T19:49:26Z https://eprints.nottingham.ac.uk/51798/ Exchange rate regimes, devaluations and growth collapses Bleaney, Michael Saxena, Sweta Yin, Lin The loss of output in major recessions tends to be permanent. Using IMF de facto exchange rate regime classifications over the period 1980 to 2012 for up to 193 countries, it is shown that growth collapses are more frequent under less flexible exchange rate regimes, and particularly hard pegs. Amongst intermediate regimes, those with recent devaluations are less likely to experience a growth collapse, which confirms the role of exchange rate adjustment in reducing the output effects of a negative shock. Our findings are robust to the marked shift in the pattern of growth collapses after the global financial crisis. Elsevier 2018-09-30 Article PeerReviewed Bleaney, Michael, Saxena, Sweta and Yin, Lin (2018) Exchange rate regimes, devaluations and growth collapses. Journal of Macroeconomics, 57 . pp. 15-25. ISSN 0164-0704 exchange rate regimes devaluations growth collapses global financial crisis https://www.sciencedirect.com/science/article/pii/S0164070418300594?via%3Dihub doi:10.1016/j.jmacro.2018.05.002 doi:10.1016/j.jmacro.2018.05.002
spellingShingle exchange rate regimes
devaluations
growth collapses
global financial crisis
Bleaney, Michael
Saxena, Sweta
Yin, Lin
Exchange rate regimes, devaluations and growth collapses
title Exchange rate regimes, devaluations and growth collapses
title_full Exchange rate regimes, devaluations and growth collapses
title_fullStr Exchange rate regimes, devaluations and growth collapses
title_full_unstemmed Exchange rate regimes, devaluations and growth collapses
title_short Exchange rate regimes, devaluations and growth collapses
title_sort exchange rate regimes, devaluations and growth collapses
topic exchange rate regimes
devaluations
growth collapses
global financial crisis
url https://eprints.nottingham.ac.uk/51798/
https://eprints.nottingham.ac.uk/51798/
https://eprints.nottingham.ac.uk/51798/