Document Type

Article

Publication Date

9-3-2015

Publisher

Elsevier B.V.

Abstract

The massive accumulation of international reserves in developing economies is a puzzling recent development in the world economy. This paper studies reserve accumulation as the outcome of a simple model in which the central bank smooths inflation. I explore the view that central banks accumulate reserves to face large fiscal shocks that need monetary financing. Central bank revenues are obtained through inflation, but inflation is distortionary. As a result, the central bank optimally accumulates international reserves in order to spread the costs associated with inflation over time. A simple numerical exercise for an average developing economy using data between 1970 and 2009 yields fast growth of international reserves.

Comments

© 2015. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/.

The final version of the paper can be found here - https://doi.org/10.1016/j.jimonfin.2015.08.009.

Included in

Economics Commons

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