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Independence of monetary policy under fixed exchange rates: the case of Saudi Arabia

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Author Info
Krishna R. Akikina
Hamed Al-Hoshan
Abstract

This study specifies a modified version of the monetary approach to the balance of payments (MABP) model with free capital flow and fixed exchange rates for Saudi Arabia, and tests the independence of monetary policy of its central bank using annual data from 1960 to 1994. Further, capital flight and speculative inventory behaviour of importers of consumer and capital goods in Saudi Arabia are also tested to the expected exchange rate depreciation during the periods of exchange turmoil against the riyal. The results of this study indicate that Saudi Arabian Monetary Authority has at best a weak control on its money supply which is in accord with one of the predictions of MABP theory. Further, the study found little support to the speculative inventory behaviour of the importers of consumer and capital goods in Saudi Arabia against exchange rate depreciation of the riyal. However, the results suggest that the expected change in exchange rate depreciation has a positive and a significant impact on capital flight in Saudi Arabia.

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Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 35 (2003)
Issue (Month): 4 (January)
Pages: 437-448
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Handle: RePEc:taf:applec:v:35:y:2003:i:4:p:437-448

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  1. Laskar, Daniel M., 1982. "Short-run independence of monetary policy under a pegged-exchange-rates system: An econometric approach," Journal of International Money and Finance, Elsevier, vol. 1, pages 57-79, January. [Downloadable!] (restricted)
  2. Kouri, Pentti, J K & Porter, Michael G, 1974. "International Capital Flows and Portfolio Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 443-67, May/June. [Downloadable!] (restricted)
  3. Alan C. Stockman & Lee E. Ohanian, 1993. "Short-Run Independence of Monetary Policy Under Pegged Exchange Rates and Effects of Money on Exchange Rates and Interest Rates," NBER Working Papers 4517, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Svensson, L.E.O., 1992. "Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates," Papers 521, Stockholm - International Economic Studies.
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