The World Bank Research Observer, vol. 18, no. 1 (Spring 2003), pp. 1–23
DOI: 10.1093/wbro/lkg001
© 2003 The International Bank for Reconstruction and Development / the world bank 1
Tight Money in a Post-Crisis
Defense of the Exchange Rate:
What Have We Learned?
Peter J. Montiel
Critics of the tight monetary policies pursued by some of the countries hurt by the 1997
Asian financial crisis have questioned the presumption that tight money can help sustain
the value of a currency. The issue is actually an empirical one because theory does not un-
ambiguously predict the effect of tight money on the exchange rate under the circumstances
faced by the crisis countries. This article reviews the empirical research and shows that the
evidence does not yet support strong statements about post-crisis links between monetary
policy and the exchange rate. Proposed deviations from a sustainable medium-term mon-
etary policy stance should thus be viewed with skepticism.
The policy advice given by the imf during the 1997 Asian financial crisis has gener-
ated much controversy. Several aspects of the imf’s policy advice have been called
into question, but a main focus has been its advocacy of tight monetary policy in coun-
tries experiencing recessions and banking crises. This policy prescription seems to run
counter both to the standard countercyclical role that monetary policy plays during
recessions in industrial countries and to the traditional role of the central bank as
lender of last resort in a confidence-driven banking crisis.
The imf originally advocated a tight-money policy stance to prevent exchange
rate depreciation from being “passed through” excessively to domestic prices and
to limit the “overshooting” of exchange rate depreciation, thereby mitigating the
adverse effects of depreciation on the net worth of domestic financial institutions
and firms (see Lane and others 1999). Because many firms and banks in the crisis
countries had severe currency mismatches on their balance sheets, the imf feared
that an excessive depreciation of the currency would exacerbate the danger to their
solvency, thereby potentially magnifying the economic dislocations and output
losses associated with the crisis.