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Statistical Mechanics of a Time-Homogeneous System of Money
Statistical Mechanics of a Time-Homogeneous System of Money

Monetary Policy Shocks from the EU and Munich Personal RePEc Archive
Monetary Policy Shocks from the EU and Munich Personal RePEc Archive

... playing pivotal roles in determining how output responds and which of trade and/or interest rates will act as transmission mechanisms. For the most part, fixed exchange rate countries appear to be doing better than floating exchange rate countries, perhaps a bit counterintuitively. However, the reas ...
Are the Foreign-Currency Official Reserves of Emerging Asia Excessive?
Are the Foreign-Currency Official Reserves of Emerging Asia Excessive?

... of the IMF, and economies with a higher level of international reserves like China, survived the East Asian financial crisis better than those with a lower level. Consequently, emerging Asia became distrustful of the IMF and the fundamental belief not to “rely on the IMF in the future even as a last ...
Mankiw 6e PowerPoints
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...  The results from large open economy analysis are a mixture of the results for the closed & small open economy cases. ...
Euro50 Group Meeting - Lorenzo Bini Smaghi
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... stocks of foreign reserves. To sum up the argument, emerging economies may have an incentive to exit in a timely way from their expansionary policies if they can be certain that advanced economies, starting with the US, will do the same when their domestic conditions allow it. The third reason why A ...
- Institute of Economic Affairs
- Institute of Economic Affairs

... Money can be defined as a generalised purchasing power, which means it can be traded (at least relatively) against anything, at any time and with anyone. Holding money makes transactions easier and helps us face the uncertainties of life. A given currency at a given time can supply these services mo ...
Does it pay to defend – The dynamics of financial crises
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... central bank basically faces three alternatives. If it chooses to defend its currency, the defense can be successful or not. Each of these outcomes yields entirely di¤erent economic consequences. The empirical results strongly support the theoretical model. In our panel of 33 emerging market countri ...
foreign exchange risk
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... Consider the case of Dell Inc., which operates assembly plants for its computers within the United States as well as in Ireland, Malaysia, China, and Brazil; runs offices and call centers in several other countries; and markets its products in more than 100 countries. Dells currency problems are evi ...
Monetary Policy and Exchange Rate Interactions in a Small Open
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... After having allowed for a contemporaneous relationship between the interest rate and the exchange rate, the remaining VAR can be identified using standard recursive zero restrictions on the impact matrix of shocks that are commonly used in the closed economy literature, i.e., assuming a lagged resp ...
Exchange Rates and Monetary Policy Uncertainty
Exchange Rates and Monetary Policy Uncertainty

... is denominated in their respective domestic currency. We use Rt to denote the interest rate in the United States and Rt∗ to denote the interest rate in the foreign country between periods t and t + 1. We assume that the interest rate in the United States is smaller than that in the foreign country i ...
Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate
Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate

... There are a large variety of methods available for calculating a country’s equilibrium exchange rate, from the internal-external balance approach, to the behavioural and permanent equilibrium approaches, through to the new open economy approach (see MacDonald (2000) and Driver and Westaway (2004) fo ...
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New Zealand`s Exchange Rate Cycles: Evidence and
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Exchange rate anomalies in the industrial countries: A solution with

... "rst two puzzles and provided suggestions on how to explain them. For what concerns the liquidity puzzle, Sims (1992) suggested that innovations in monetary aggregates may not correctly represent changes in monetary policy in the presence of money demand shocks. Thus, he proposed considering innovat ...
New Zealand`s Exchange Rate Cycles: Evidence and Drivers
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... Figure 1: New Zealand’s real trade-weighted exchange rate .............................................................4  Figure 2: New Zealand’s real and nominal trade-weighted exchange rate ........................................4  Figure 3: Stylised path for the real exchange rate .............. ...
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... In the case of developing countries, where the financial market (particularly the long-term bond and equity markets) is not fully developed, the money demand function should include the short-term market interest rate. Further, economic agents may choose short-term financial assets as an alternative ...
DISCUSSION PAPERS 02-23 High Inflation, Hyperinflation and
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... the losses of these firms were not directly covered by the government they did not add to the public deficit but the state performed an informal pressure on the banking system to cover these losses by forwarding soft loans to labor-managed firms. These credits were given in domestic currency at the ...
investigating the stability of money demand in namibia a thesis
investigating the stability of money demand in namibia a thesis

... transferable deposits. In this case, currency in circulation refers to notes and coins issued by the BoN less the amount held by commercial banks. Transferable deposits refer to the current account deposits in national and foreign currency of other financial institutions, state and local governments ...
How Does a Depreciation in the Exchange Rate Affect Trade
How Does a Depreciation in the Exchange Rate Affect Trade

... Lower prices in the domestic country will generally increase foreign demand for domestic country’s good, but only if the foreign elasticity of demand is elastic. If the foreign elasticity of demand for domestic goods is inelastic the quantity of domestic goods will not increase to the extent that i ...
Dollarization: The Case of Zimbabwe
Dollarization: The Case of Zimbabwe

This PDF is a selection from an out-of-print volume from... of Economic Research
This PDF is a selection from an out-of-print volume from... of Economic Research

... misleading. The accumulation of external debt and its servicing are both clearly macroeconomic phenomena. These two are fundamentally linked to the relation between aggregate expenditures and national income. As such, the various microeconomic measures constituting a country’s trade regime play a so ...
ch_12
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NBER WORKING PAPER SERIES CAPITAL FLOWS, INVESTMENT, AND EXCHANGE RATES Alan C. Stockman
NBER WORKING PAPER SERIES CAPITAL FLOWS, INVESTMENT, AND EXCHANGE RATES Alan C. Stockman

... the following scenario. The household begins period t with moneys Mt and Nt, ...
M o n e t a r y   P... Contents 1 December 2000
M o n e t a r y P... Contents 1 December 2000

... What was not clear was how the economy would respond to the stimulatory monetary conditions then prevailing. Would depressed business and consumer confidence yield to the buoyant world environment and low exchange rate, leading to a strong resurgence in economic activity and resultant medium-term pr ...
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Fixed exchange-rate system

A fixed exchange rate, sometimes called a pegged exchange rate, is a type of exchange rate regime where a currency's value is fixed against either the value of another single currency, to a basket of other currencies, or to another measure of value, such as gold. There are benefits and risks to using a fixed exchange rate. A fixed exchange rate is usually used in order to stabilize the value of a currency by directly fixing its value in a predetermined ratio to a different, more stable or more internationally prevalent currency (or currencies), to which the value is pegged. In doing so, the exchange rate between the currency and its peg does not change based on market conditions, the way floating currencies will do. This makes trade and investments between the two currency areas easier and more predictable, and is especially useful for small economies in which external trade forms a large part of their GDP.A fixed exchange-rate system can also be used as a means to control the behavior of a currency, such as by limiting rates of inflation. However, in doing so, the pegged currency is then controlled by its reference value. As such, when the reference value rises or falls, it then follows that the value(s) of any currencies pegged to it will also rise and fall in relation to other currencies and commodities with which the pegged currency can be traded. In other words, a pegged currency is dependent on its reference value to dictate how its current worth is defined at any given time. In addition, according to the Mundell–Fleming model, with perfect capital mobility, a fixed exchange rate prevents a government from using domestic monetary policy in order to achieve macroeconomic stability.In a fixed exchange-rate system, a country’s central bank typically uses an open market mechanism and is committed at all times to buy and/or sell its currency at a fixed price in order to maintain its pegged ratio and, hence, the stable value of its currency in relation to the reference to which it is pegged. The central bank provides the assets and/or the foreign currency or currencies which are needed in order to finance any payments imbalances.In the 21st century, the currencies associated with large economies typically do not fix or peg exchange rates to other currencies. The last large economy to use a fixed exchange rate system was the People's Republic of China which, in July 2005, adopted a slightly more flexible exchange rate system called a managed exchange rate. The European Exchange Rate Mechanism is also used on a temporary basis to establish a final conversion rate against the Euro (€) from the local currencies of countries joining the Eurozone.
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