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Managing the Dollar: Has the Plaza Agreement Mattered?

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Author Info
Klein, Michael
Mizrach, Bruce
Murphy, Robert G

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Abstract

This paper considers whether the Plaza Agreement of September 1985 marked the beginning of a fundamental shift in the exchange-rate policy regime for the United States, the former West Germany, and Japan. The paper uses a simple monetary model of the open economy to illustrate how the exchange rate responses to news about the trade balance when the government authorities gear policy toward resolving external imbalances. The paper finds that U.S. dollars exchange rates against the Japanese yen and the West German mark respond strongly to news about the U.S. trade deficit during the period following the Plaza Agreement but not during the period preceding the Agreement. This evidence, evaluated in the context of the simple model, suggests that the Plaza Agreement marked a significant shift toward more active government management of exchange rates. Copyright 1991 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 23 (1991)
Issue (Month): 4 (November)
Pages: 742-51
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Handle: RePEc:mcb:jmoncb:v:23:y:1991:i:4:p:742-51

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany. [Downloadable!]
  2. Martin D.D. Evans & Richard K. Lyons, 2005. "Do Currency Markets Absorb News Quickly?," NBER Working Papers 11041, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics. [Downloadable!]
  4. Tanseli Savaser, 2007. "Exchange Rate Response to Macro News: Through the Lens of Microstructure," Department of Economics Working Papers 2007-2, Department of Economics, Williams College. [Downloadable!]
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