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Inflation
Policy
Less Painful Policies
Anti-inflationary
policies pursued by a single country can often have 'spillover' effects
on other economies. Such policies while desirable for one country
considered in isolation may be less so when these spillovers are taken
into account. In Discussion Paper No. 55, Research Fellow Willem
Buiter considers how desirable anti-inflationary policies should be
designed in a two- country interdependent economic system. He explores
the manner in which the optimal anti-inflationary policy depends on the
nature of the price formation process, by considering models
incorporating different degrees of sluggishness in the price level or in
the rate of inflation.
Buiter first analyzes a 'classical' model in which prices are flexible.
The financial and goods markets are forward-looking in their behaviour,
and expectations are formed rationally. Suppose the 'home' country
unilaterally announces an immediate and permanent reduction in current
and future monetary growth. If this announcement is credible, it will
lead to immediate costless and sustained reduction in the rate of
domestic inflation equal to the reduction in monetary growth. If real
balance effects are present in the model, however, the world real
interest rate will rise as a result of the reduction in monetary growth,
and domestic competitiveness deteriorates.
Buiter next considers a model in which there is a predetermined or
'sticky' price level but flexible 'core' rate of
inflation. In this model a credible announcement of an immediate and
permanent reduction in home country monetary growth is necessary
for an immediate, costless, sustained reduction in domestic inflation by
the same amount. In addition, the authorities must either increase the
real money stock or adjust fiscal policy so as to prevent a decline in
the domestic nominal interest rate. The 'sticky' price level means that
this is not sufficient to remove inflation; provided that no real
balance effects are present in the model, the first policy does avoid
international spillover effects. It can be achieved either by immediate
'jump' in the nominal money stock or by 'Okun-style' direct or indirect
tax cuts, with all fiscal variables adjusted to keep aggregate demand
equal to full employment supply.
If there is both a 'sticky' price level and a sluggish
'core' rate of inflation, tax cuts (or incomes policy where feasible)
must be implemented in order to eliminate core inflation. Anti-
inflationary policy should include a credible, sustained reduction in
monetary growth. The money stock should also 'jump' to accommodate the
lower velocity associated with a successful transition to lower
inflation. The presence of a sluggish rate of inflation in this model
means that without cost-reducing tax cuts or incomes policy, costless
disinflation is impossible; excess supply or expectations of future
excess supply are required to reduce inflation. Even when a costless
disinflation (or a disinflation at full employment) is feasible, it may
be gradual rather than instantaneous. Depending on the authorities'
objectives, they may prefer to purchase a faster reduction in inflation
at the cost of some transitional unemployment.
Buiter emphasizes that for any single country a unilateral appreciation
of its real exchange rate through tight money or expansionary fiscal
policy may appear an attractive way of reducing the output and
unemployment cost of bringing down inflation. Real exchange rate
appreciation is a zero-sum game, however: one country's gain is
another's loss. Buiter argues for of cooperative policy design which
leaves the national authorities with approximately the same scope for
influencing domestic target variables that they would have had in a
closed economy.
International Monetary Policy to Promote Economic Recovery
Willem H Buiter
Discussion
Paper No. 55, March 1985 (IM)
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