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Currency Crises and Uncertainty About Fundamentals

Currency Crises and Uncertainty About Fundamentals »

Source: Currency Crises and Uncertainty About Fundamentals

Volume/Issue: 2002/3

Series: IMF Working Papers

Author(s): M. Sbracia , and Alessandro Prati

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

ISBN: 9781451841916

Keywords: Speculative attack, exchange rate crisis, public and private information, exchange rate, exchange rate pressures, probability, equation, predictions, Asymmetric and Private Information,

This paper studies how uncertainty about fundamentals contributed to currency crises from both a theoretical and an empirical perspective. We find evidenceCbased on a monthly dataset of Consensus forecasts for six...

Currency Speculation and the Optimum Control of Bank Lending in Singapore Dollar

Currency Speculation and the Optimum Control of Bank Lending in Singapore Dollar »

Source: Currency Speculation and the Optimum Control of Bank Lending in Singapore Dollar : A Case for Partial Liberalization

Volume/Issue: 1996/95

Series: IMF Working Papers

Author(s): Kenneth Chan , and Kee Ngiam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1996

ISBN: 9781451950472

Keywords: exchange rate, foreign exchange, financial markets, exchange rate volatility, currency crisis

The Monetary Authority of Singapore (MAS) has a long-standing policy of controlling bank lending in Singapore dollars to nonresidents and to residents who use the funds outside Singapore. While the control may prev...

Discriminating Contagion

Discriminating Contagion »

Source: Discriminating Contagion : An Alternative Explanation of Contagious Currency Crises in Emerging Markets

Volume/Issue: 2000/14

Series: IMF Working Papers

Author(s): Pavan Ahluwalia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2000

ISBN: 9781451843118

Keywords: Contagion, currency crisis, balance-of-payments, exchange rate, speculative, currency crises, real exchange rate

This paper shows that a country’s vulnerability to contagious crises depends on the visible similarities between that country and other countries that are experiencing crises. A country is vulnerable to shif...

Evolution of Exchange Rate Behavior in the ASEAN-5 Countries

Evolution of Exchange Rate Behavior in the ASEAN-5 Countries »

Source: Evolution of Exchange Rate Behavior in the ASEAN-5 Countries

Volume/Issue: 2016/165

Series: IMF Working Papers

Author(s): Vladimir Klyuev , and To-Nhu Dao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 August 2016

ISBN: 9781475523867

Keywords: Exchange rate regimes; exchange rate volatility; fear of floating; currency blocks; ASEAN

This paper examines exchange rate behavior in the ASEAN-5 countries (Indonesia, Malaysia, the Philippines, Singapore, and Thailand). It finds that for the last 10 years there is no evidence that their central banks...

The Evolution of Exchange Rate Regimes Since 1990

The Evolution of Exchange Rate Regimes Since 1990 »

Source: The Evolution of Exchange Rate Regimes Since 1990 : Evidence From De Facto Policies

Volume/Issue: 2002/155

Series: IMF Working Papers

Author(s): Andrea Bubula , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451857320

Keywords: de facto regimes, bipolar view, pegs, floats, intermediate regimes, exchange rate, exchange rate regimes, International Monetary Arrangements and Institutions,

This paper presents a monthly database on de facto exchange rate regimes that covers all IMF members since 1990. Information from IMF country reports and other sources, including exchange rate data, is utilized to...

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market »

Source: Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Volume/Issue: 1990/43

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1990

ISBN: 9781451975000

Keywords: survey, exchange rate, foreign exchange, foreign exchange market, forecasting

This paper examines the dynamics of the foreign exchange market. The first half addresses a number of key questions regarding the forecasts of future exchange rates made by market participants, by means of updated...

Exchange Rate Pass-Through Over the Business Cycle in Singapore

Exchange Rate Pass-Through Over the Business Cycle in Singapore »

Source: Exchange Rate Pass-Through Over the Business Cycle in Singapore

Volume/Issue: 2011/141

Series: IMF Working Papers

Author(s): Siang Tan , Joey Chew , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455266425

Keywords: exchange rate, business cycle, consumer price index, output gap, monetary policy, Business Fluctuations, And Cycles, Central Banking, And The Supply Of Money And Credit, international Finance

This paper investigates exchange rate pass-through in Singapore using band-pass spectral regression techniques, allowing for asymmetric effects over the business cycle. First stage pass-through is estimated to be c...

Financial, Exchange Rate, and Wage Policies in Singapore, 1979-1886

Financial, Exchange Rate, and Wage Policies in Singapore, 1979-1886 »

Source: Financial, Exchange Rate, and Wage Policies in Singapore, 1979-1886

Volume/Issue: 1988/12

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1988

ISBN: 9781451925265

Keywords: exchange rate, demand for money, inflation, exchange rate policy, monetary authority

This paper discusses the unique aspects of Singapore’s financial, exchange rate, and wage policies during the period 1979-86, and attempts to quantify the impact of alternative policies on major macroeconomi...

Fiscal Stimulus and Credibility in Emerging Countries

Fiscal Stimulus and Credibility in Emerging Countries »

Source: Fiscal Stimulus and Credibility in Emerging Countries

Volume/Issue: 2010/123

Series: IMF Working Papers

Author(s): Magda Kandil , and Hanan Morsy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

ISBN: 9781455200825

Keywords: credibility, effectiveness, cyclicality, fiscal impulse, exchange rate, fiscal expansion, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General, Open Economy Macroeconomics,

Across a sample of thirty four emerging countries, the evidence shows the frequent existence of a pro-cyclical fiscal impulse. However, the scope for countercyclical policy increases with the availability of intern...

Global Commodity Prices, Monetary Transmission, and Exchange Rate Pass-Through in the Pacific Islands

Global Commodity Prices, Monetary Transmission, and Exchange Rate Pass-Through in the Pacific Islands »

Source: Global Commodity Prices, Monetary Transmission, and Exchange Rate Pass-Through in the Pacific Islands

Volume/Issue: 2012/176

Series: IMF Working Papers

Author(s): Shanaka Peiris , and Ding Ding

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2012

ISBN: 9781475505245

Keywords: exchange rate, inflation, exchange rate targeting, monetary transmission, And Monetary Policy,

Pacific Islands countries are vulnerable to commodity price shocks, and this poses challenges to monetary policy. The high degree of exchange rate pass-through to headline inflation and the weak monetary transmissi...