A general approach to measuring exchange market pressure

Oxford Economic Papers

Volumn 50, Issue 1, 1998, Pages 106-121

  Weymark, Diana N ^a  

^a WESTERN WASHINGTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008740706     PISSN: 00307653     EISSN: None     Source Type: Journal    
DOI: 10.1093/oxfordjournals.oep.a028632     Document Type: Article

References (17)

1. Buiter, W.H. and Eaton, J. (1985). 'Policy Decentralization and Exchange Rate Management in Interdependent Economies', in J. S. Bhandari (ed.), Exchange Rate Management Under Uncertainty, MIT Press, Cambridge, MA, 31-54.
2. Burdekin, R.C.K. and Burkett, P. (1990). 'A Re-Examination of the Monetary Model of Exchange Market Pressure: Canada 1963-88', Review of Economics and Statistics, 72, 677-81.
3. Connolly, M. and Da Silviera, J.D. (1979). 'Exchange Market Pressure in Postwar Brazil: an Application of the Girton-Roper Monetary Model', American Economic Review, 69, 448-54.
4. Eichengreen, B., Rose, A.K., and Wyplosz, C. (1995). 'Exchange Market Mayhem: the Antecedents and Aftermath of Speculative Attacks', Economic Policy, 21, 249-312.
5. Eichengreen, B., Rose, A.K., and Wyplosz, C. (1996). 'Speculative Attacks on Pegged Exchange Rates: an Empirical Exploration with Special Reference to the European Monetary System', in M.B. Canzoneri, W.J. Ethier, and V. Grilli (eds), The New Transatlantic Economy, Cambridge University Press, Cambridge, 191-228.
6. Girton, L. and Roper, D. (1977). 'A Monetary Model of Exchange Market Pressure Applied to the Postwar Canadian Experience', American Economic Review, 67, 537-48.
7. Glick, R. and Hutchison, M. (1989). 'Exchange Rates and Monetary Policy', Economic Review, Federal Reserve Bank of San Francisco, Spring, 17-29.
8. Hodgson, J.S. and Schneck, R.G. (1981). 'Stability of the Relationship between Monetary Variables and Exchange Market Pressure: Empirical Evidence', Southern Economic Journal, 47, 941-58.
9. Kenneally, M. and Finn, M. (1985). 'The Balance of Payments as a Monetary Phenomenon: a Review and Consideration of the Irish Evidence 1960-78', Economic and Social Review, 17, 39-72.
10. Laidler, D., Bentley, B., Johnson, D., and Johnson, S.T. (1982). 'A Small Macroeconomic Model of an Open Economy - the Case of Canada', in E. M. Claassen and P. Salin (eds), Recent Issues in the Theory of Flexible Exchange Rates, North-Holland, Amsterdam, 149-77.
11. Meese, R. and Rogoff, K. (1983). 'Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?', Journal of International Economics, 14, 3-24.
12. Roper, D. and Turnovsky, S.J. (1980). 'Optimal Exchange Market Intervention in a Simple Stochastic Macro Model', Canadian Journal of Economics, 13, 296-309.
13. Turnovsky, S.J. (1983). 'Exchange Market Intervention Policies in a Small Open Economy', in J. S. Bhandari and B. Putnam (eds), Economic Interdependence and Flexible Exchange Rates, MIT Press, Cambridge, MA, 286-311.
14. Turnovsky, S.J. (1984). 'Exchange Market Intervention under Alternative Forms of Exogenous Disturbances', Journal of International Economics, 17, 279-97.
15. Weymark, D.N. (1995). 'Estimating Exchange Market Pressure and the Degree of Exchange Market Intervention for Canada', Journal of International Economics, 39, 249-72.
16. Weymark, D.N. (1997a). 'Measuring the Degree of Exchange Market Intervention in a Small Open Economy', Journal of International Money and Finance, 16, 55-79.
17. Weymark, D.N. (1997b). 'Measuring Exchange Market Pressure and Intervention in Interdependent Economies: a Two-Country Model', Review of International Economics, 5, 72-82.