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Managed Floating: Understanding the New International Monetary Order

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Author Info
Bofinger, Peter
Wollmershaeuser, Timo

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Abstract

Although there seems to be a broad consensus among economists that purely floating or completely fixed exchange rates (the so-called corner solutions) are the only viable alternatives of exchange rate management, many countries do not behave according to this paradigm and adopt a strategy within the broad spectrum of exchange rate regimes that is limited by the two corner solutions. These intermediate regimes are characterized by significant foreign exchange market interventions of central banks and a certain degree of exchange rate flexibility. We develop a new empirical methodology that identifies three different forms of floating on the basis of a central bank's intervention activity: pure floating (no interventions), independent floating (exchange rate smoothing), and managed floating (exchange rate targeting). Our cross-country study shows that exchange rate targeting is at least as important as exchange rate smoothing. Subsequently we present a monetary policy framework in which central banks use the exchange rate as an operating target of monetary policy. We explain the mechanics of interventions and sterilization and we explain why a central bank has an interest in controlling simultaneously the exchange rate and the short-term interest rate. We derive the monetary policy rules for our two operating targets from a simple open economy macro model in which the uncovered interest parity condition and the Monetary Conditions Index play a central role.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 3064.

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Date of creation: Nov 2001
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Handle: RePEc:cpr:ceprdp:3064

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Related research
Keywords: exchange rate regime; floating; interventions; monetary conditions index; monetary policy; sterilization;

Find related papers by JEL classification:
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
F31 - International Economics - - International Finance - - - Foreign Exchange
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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  1. Francisco Gallego & Geraint Jones, 2005. "Exchange Rate Interventions and Insurance: Is “Fear of Floating” a Cause For Concern?," Working Papers Central Bank of Chile 326, Central Bank of Chile. [Downloadable!]
  2. Thomas D. Willett, 2002. "Fear of Floating Needn't Imply Fixed Rates: Feasible Options for Intermediate Exchange Rate Regimes," Claremont Colleges Working Papers 2002-18, Claremont Colleges. [Downloadable!]
  3. Thomas Willett, 2003. "Fear of Floating Needn't Imply Fixed Rates: An OCA Approach to the Operation of Stable Intermediate Currency Regimes," Open Economies Review, Springer, vol. 14(1), pages 71-91, January. [Downloadable!] (restricted)
  4. Juraj Antal & Tomáš Holub, 2007. "Exchange Rate Arrangements Prior to Euro Adoption," AUCO Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(3), pages 312-323, November. [Downloadable!]
  5. Aleš Bulir, 2004. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," IMF Working Papers 04/35, International Monetary Fund. [Downloadable!]
    Other versions:
  6. Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier, 2006. "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," MPRA Paper 942, University Library of Munich, Germany, revised Oct 2006. [Downloadable!]
    Other versions:
  7. Isriya Nitithanprapas & Thomas D. Willett, 2002. "Classifying Exchange Rate Regimes," Claremont Colleges Working Papers 2002-22, Claremont Colleges. [Downloadable!]
  8. Felipe G. Morandé & Matías Tapia, 2002. "Exchange Rate Policy in Chile: From the Band to Floating and Beyond," Working Papers Central Bank of Chile 152, Central Bank of Chile. [Downloadable!]
  9. Felix Hammermann, 2003. "Comparing Monetary Policy Strategies: Towards a Generalized Reaction Function," Kiel Working Papers 1170, Kiel Institute for the World Economy. [Downloadable!]
  10. Andrea Bubula & Inci Ötker, 2002. "The Evolution of Exchange Rate Regimes Since 1990: Evidence From De Facto Policies," IMF Working Papers 02/155, International Monetary Fund. [Downloadable!]
  11. Peter Bofinger & Timo Wollmershäuser, 2003. "Managed Floating as a Monetary Policy Strategy," Economic Change and Restructuring, Springer, vol. 36(2), pages 81-109, June. [Downloadable!] (restricted)
  12. Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, EconWPA, revised 13 Mar 2003. [Downloadable!]
    Other versions:
  13. Gonzalo Caprirolo & Vladimir Lavrac, 2003. "Monetary and Exchange Rate Policy in Slovenia," Eastward Enlargement of the Euro-zone Working Papers wp17g, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 May 2003. [Downloadable!]
  14. Tomas Holub, 2004. "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Research and Policy Notes 2004/01, Czech National Bank, Research Department. [Downloadable!]
    Other versions:
  15. Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa, 2006. "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 65, pages 37-72, Julio-Dic. [Downloadable!]
    Other versions:
  16. Ales Bulir, 2003. "Some Exchange Rates Are More Stable than Others; Short-Run Evidence from Transition Countries," Working Papers 2003/05, Czech National Bank, Research Department. [Downloadable!]
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