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Realignment probabilities and reputation effects in the EMS

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Author Info
Heather D. Gibson

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Abstract

This paper examines the existence of reputation effects in the EMS and their impact on the probability of realignment. By reputation effects we mean effects which, controlling for all other determinants of realignment, reduce the probability of realignment simply because the monetary authorities have avoided realignment in the past. Our results provide support for the idea that realignments are dependent on macroeconomic conditions, as suggested by theory, and hence a country's participation in a target zone system could become more credible if macroeconomic conditions are improved. There is less evidence, however, of an independent role for reputation effects. Copyright 2003, Oxford University Press.

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Publisher Info
Article provided by Oxford University Press in its journal Oxford Economic Papers.

Volume (Year): 55 (2003)
Issue (Month): 2 (April)
Pages: 314-335
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Handle: RePEc:oup:oxecpp:v:55:y:2003:i:2:p:314-335

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  1. Heather D. Gibson & Nicholas T. Tsaveas & Thomas Vlassopoulos, 2006. "Capital Flows, Capital Account Liberalisation and the Mediterranean Countries," Working Papers 33, Bank of Greece. [Downloadable!]
  2. Heather D Gibson & Euclid Tsakalotos, 2003. "Capital Flows and Speculative Attacks in Prospective EU Member States," Working Papers 06, Bank of Greece. [Downloadable!]
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This page was last updated on 2009-12-15.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.