The Experts below are selected from a list of 321 Experts worldwide ranked by ideXlab platform
Olivier Jeanne - One of the best experts on this subject based on the ideXlab platform.
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an interest Rate defense of a Fixed Exchange Rate
Journal of International Economics, 2005Co-Authors: Robert P Flood, Olivier JeanneAbstract:Defending a government’s Exchange-Rate commitment with active interest Rate policy is not an option in first-generation models of speculative attacks. In those models, the interest Rate is the passive reflection of currency-depreciation expectations. In this paper, we show how to adapt the first-generation framework to allow for an interest Rate defense. It is shown that increasing domestic currency interest Rate before the attack makes domestic assets more attractive according to an asset substitution effect, but weakens the domestic currency by increasing the government’s fiscal liabilities. As a result, an interest Rate defense can be successful only conditional on sound fiscal policy.
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an interest Rate defense of a Fixed Exchange Rate
Social Science Research Network, 2000Co-Authors: Olivier Jeanne, Robert P FloodAbstract:Defending a government's Exchange-Rate commitment with active interest Rate policy is not an option in the Krugman-Flood-Garber (KFG) model of speculative attacks. In that model, the interest Rate is the passive reflection of currency-depreciation expectations. In this paper we show how to adapt the KFG model to allow for an interest Rate defense. It is shown that increasing the domestic-currency interest Rate makes domestic assets more attractive according to an asset substitution effect, but weakens the domestic currency by increasing the government's fiscal liabilities. As a result, raising the interest Rate hastens the speculative attack when speculation is motivated by underlying fiscal fragility.
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an interest Rate defence of a Fixed Exchange Rate
Research Papers in Economics, 2000Co-Authors: Robert P Flood, Olivier JeanneAbstract:Defending a government's Exchange-Rate commitment with active interest Rate policy is not an option in the Krugman-Flood-Garber (KFG) model of speculative attacks. In that model, the interest Rate is the passive reflection of currency-depreciation expectations. In this paper we show how to adapt the KFG model to allow for an interest Rate defence. It is shown that increasing domestic-currency interest Rate makes domestic assets more attractive according to an asset substitution effect, but weakens the domestic currency by increasing the government's fiscal liabilities. As a result raising the interest Rate hastens the speculative attack when speculation is motivated by underlying fiscal fragility.
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the instability of Fixed Exchange Rate systems when raising the nominal interest Rate is costly
European Economic Review, 1997Co-Authors: Bernard Bensaid, Olivier JeanneAbstract:Abstract This paper points to a vicious circle which may arise when a government tries to defend its currency by raising the nominal interest Rate in a Fixed Exchange Rate system. We present a stylised model in which raising the nominal interest Rate helps to maintain the parity, but is costly for the government. The speculators are aware that this cost gives incentives for the government to stop defending the parity, which in turn reinforces the speculation against the currency. We show that this mechanism can geneRate self-fulfilling currency crises, the outcome of which depends on the level of sacrifice that the government is ready to endure and the evolution of domestic economic conditions. We provide some informal evidence showing that this model explains some features of the 1992–93 EMS crisis.
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The Persistence of Unemployment Under a Fixed Exchange Rate Peg
1997Co-Authors: Olivier JeanneAbstract:This paper studies the dynamics of unemployment under a Fixed Exchange Rate peg with an escape clause. The interesting aspects of these dynamics come from the interaction between unemployment and the devaluation expectations. While an increase in the unemployment Rate raises the devaluation expectations, reciprocally the latter influence the unemployment Rate through the level of interest Rates. We present a model in which this interaction tends to increase the level and the persistence of unemployment, and can even geneRate some hysteresis in the unemployment dynamics that is associated with a currency crisis. The estimation of the model in the case of the French franc sheds new light on the franc crisis of 1992-93, as well as the franc fort policy and the convergence criteria of the Maastricht Treaty.
Hans Dewachter - One of the best experts on this subject based on the ideXlab platform.
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Divergence indicators and the volatility smoothness in semi-Fixed Exchange Rate regimes
Review of World Economics, 1995Co-Authors: Hans DewachterAbstract:Divergence Indicators and the Volatility Smoothness in Semi-Fixed Exchange Rate Regimes. —Fixed or semi-Fixed Exchange Rate regimes have volatility paths that are in general less smooth than their free floating counterpart. Moreover, there tends to be a correlation between the lack of smoothness and the weakness of the currency. In this article, the effects of divergence from central parity on the smoothness of the volatility are discussed within the framework of a TGARCH model. It is shown that, for various EMS Rates, the divergence indicator has a statistically significant effect on the smoothness of the volatility path.
Robert P Flood - One of the best experts on this subject based on the ideXlab platform.
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an interest Rate defense of a Fixed Exchange Rate
Journal of International Economics, 2005Co-Authors: Robert P Flood, Olivier JeanneAbstract:Defending a government’s Exchange-Rate commitment with active interest Rate policy is not an option in first-generation models of speculative attacks. In those models, the interest Rate is the passive reflection of currency-depreciation expectations. In this paper, we show how to adapt the first-generation framework to allow for an interest Rate defense. It is shown that increasing domestic currency interest Rate before the attack makes domestic assets more attractive according to an asset substitution effect, but weakens the domestic currency by increasing the government’s fiscal liabilities. As a result, an interest Rate defense can be successful only conditional on sound fiscal policy.
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an interest Rate defense of a Fixed Exchange Rate
Social Science Research Network, 2000Co-Authors: Olivier Jeanne, Robert P FloodAbstract:Defending a government's Exchange-Rate commitment with active interest Rate policy is not an option in the Krugman-Flood-Garber (KFG) model of speculative attacks. In that model, the interest Rate is the passive reflection of currency-depreciation expectations. In this paper we show how to adapt the KFG model to allow for an interest Rate defense. It is shown that increasing the domestic-currency interest Rate makes domestic assets more attractive according to an asset substitution effect, but weakens the domestic currency by increasing the government's fiscal liabilities. As a result, raising the interest Rate hastens the speculative attack when speculation is motivated by underlying fiscal fragility.
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an interest Rate defence of a Fixed Exchange Rate
Research Papers in Economics, 2000Co-Authors: Robert P Flood, Olivier JeanneAbstract:Defending a government's Exchange-Rate commitment with active interest Rate policy is not an option in the Krugman-Flood-Garber (KFG) model of speculative attacks. In that model, the interest Rate is the passive reflection of currency-depreciation expectations. In this paper we show how to adapt the KFG model to allow for an interest Rate defence. It is shown that increasing domestic-currency interest Rate makes domestic assets more attractive according to an asset substitution effect, but weakens the domestic currency by increasing the government's fiscal liabilities. As a result raising the interest Rate hastens the speculative attack when speculation is motivated by underlying fiscal fragility.
Yang Yao - One of the best experts on this subject based on the ideXlab platform.
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Fixed Exchange Rate Regimes, Real Undervaluation, and Economic Growth
Journal of International Commerce Economics and Policy, 2016Co-Authors: Rui Mao, Yang YaoAbstract:Using data on sectoral value added and purchasing power parity converter, we are able to estimate the home country’s industrial-service (quasi-) relative-relative total factor productivity (TFP) against the United States. Applying those estimates, our econometric exercises provide robust results showing that the Fixed Exchange Rate regime (FERR) dampens the Balassa–Samuelson effect, and the real undervaluation thus created promotes growth. We also explore the channels of undervaluation to promote growth. Lastly, we compare industrial countries and developing countries and find that the FERR has more significant effects in developing countries than in industrial countries.
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Fixed Exchange Rate regimes real undervaluation and economic growth
Social Science Research Network, 2015Co-Authors: Rui Mao, Yang YaoAbstract:This paper empirically studies how a Fixed Exchange Rate regime (FERR) may promote economic growth by undermining the Balassa-Samuelson effect. When total factor productivity (TFP) is faster in the industrial sector than in the non-tradable sectors, an FERR can suppress the Balassa-Samuelson effect if adjustment of domestic prices is subject to nominal rigidities. With WDI data on sectoral value-added and data from the PPP converter provided by the Penn World Table, we are able to estimate the home country’s industrial-service (quasi-) relative-relative TFP in comparison with the United States. Applying those estimates, our econometric exercises then provide robust results that an FERR dampens the Balassa-Samuelson effect and that the real undervaluation that ensues does indeed promote growth. We also explore the channels for undervaluation to promote growth. Lastly, we compare industrial countries and developing countries and find that an FERR has more significant impacts on developing countries than on industrial countries.
Marjan Petreski - One of the best experts on this subject based on the ideXlab platform.
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monetary policy in a small open economy with Fixed Exchange Rate the case of macedonia
Social Science Research Network, 2012Co-Authors: Branimir Jovanovic, Marjan PetreskiAbstract:This paper empirically applies the New Keynesian model for monetary policy analysis in a small open economy with a Fixed Exchange Rate. Official reserves are included in the interest Rate rule to account for the constraint that these impose on monetary policy when the Exchange Rate is Fixed. Also, the foreign interest Rate is included in order to reflect the necessity of following the foreign monetary policy. The model is applied to Macedonian data from the period 1997 to 2011. In general, results indicate that monetary policy has been focused on domestic objectives during this period, despite the Fixed currency. In addition, there seem to have been significant differences in the conduct of the monetary policy in the first and second half of this period. The response to inflation has been more aggressive in the earlier period, at a time when reserves appear less important, while the output gap is found to be important only in the latter period, possibly due to the stronger monetary policy transmission. Finally, results indicate that the monetary policy has likely moved from adaptive in the first period to rational in the second period.