The Marshall-Lerner Condition: Stability of an Equilibrium or a System?

This article examines the Marshall-Lerner (ML) condition from a broader perspective. Mundell (1968) regarded ML as the stability condition of the equilibrium, but not of the system. The violation of the ML condition by Japan's estimates is interpreted as a possible symptom of a negative exchang...

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Main Author: Hiroya Akiba
Format: Article
Language:English
Published: Elsevier 2024-07-01
Series:Asia and the Global Economy
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S266711152400015X
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author Hiroya Akiba
author_facet Hiroya Akiba
author_sort Hiroya Akiba
collection DOAJ
description This article examines the Marshall-Lerner (ML) condition from a broader perspective. Mundell (1968) regarded ML as the stability condition of the equilibrium, but not of the system. The violation of the ML condition by Japan's estimates is interpreted as a possible symptom of a negative exchange rate depreciation spiral in Thorbecke (2022). By constructing an open-economy macroeconomic model with three endogenous variables in three markets, and solving the model for the exchange rate, we examined the model's stability. Stability depends not only on the ML condition, but also on the configuration of the model's parameters. This implies that the ML condition alone is not responsible for the stability/instability of the model. Using the ML parameter estimated by Thorbecke (2022) and previously obtained money market parameters for the Japanese economy, we found that a simple model satisfies the necessary and sufficient conditions for stability. However, for an extended model, some cases fail to satisfy stability conditions. We further investigate the possible cause of this failure, and suggest that the Bank of Japan's (BOJ) unconventional monetary policies implemented after the economic bubble burst may be responsible.
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spelling doaj-art-d33de8662f494e40b482befc3d7e238c2025-08-20T02:35:51ZengElsevierAsia and the Global Economy2667-11152024-07-014210009110.1016/j.aglobe.2024.100091The Marshall-Lerner Condition: Stability of an Equilibrium or a System?Hiroya Akiba0Address correspondence to: Hiroya Akiba, Ph.D., 981-3 Higashi Naganuma, Inagi-city, Tokyo 206-0802, Phone/FAX: +81-42-378-9146.; Professor Emeritus, Waseda University, Tokyo, JapanThis article examines the Marshall-Lerner (ML) condition from a broader perspective. Mundell (1968) regarded ML as the stability condition of the equilibrium, but not of the system. The violation of the ML condition by Japan's estimates is interpreted as a possible symptom of a negative exchange rate depreciation spiral in Thorbecke (2022). By constructing an open-economy macroeconomic model with three endogenous variables in three markets, and solving the model for the exchange rate, we examined the model's stability. Stability depends not only on the ML condition, but also on the configuration of the model's parameters. This implies that the ML condition alone is not responsible for the stability/instability of the model. Using the ML parameter estimated by Thorbecke (2022) and previously obtained money market parameters for the Japanese economy, we found that a simple model satisfies the necessary and sufficient conditions for stability. However, for an extended model, some cases fail to satisfy stability conditions. We further investigate the possible cause of this failure, and suggest that the Bank of Japan's (BOJ) unconventional monetary policies implemented after the economic bubble burst may be responsible.http://www.sciencedirect.com/science/article/pii/S266711152400015XF14F31F32G10E51E52
spellingShingle Hiroya Akiba
The Marshall-Lerner Condition: Stability of an Equilibrium or a System?
Asia and the Global Economy
F14
F31
F32
G10
E51
E52
title The Marshall-Lerner Condition: Stability of an Equilibrium or a System?
title_full The Marshall-Lerner Condition: Stability of an Equilibrium or a System?
title_fullStr The Marshall-Lerner Condition: Stability of an Equilibrium or a System?
title_full_unstemmed The Marshall-Lerner Condition: Stability of an Equilibrium or a System?
title_short The Marshall-Lerner Condition: Stability of an Equilibrium or a System?
title_sort marshall lerner condition stability of an equilibrium or a system
topic F14
F31
F32
G10
E51
E52
url http://www.sciencedirect.com/science/article/pii/S266711152400015X
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