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Exchange rates and monetary policy regimes in Canada and the U.S

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Author Info
Keith Sill
Jeffrey Wrase

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Abstract

This paper examines monetary regime switching in Canada and the United States and the implications of regime switching for exchange rates and key nominal and real macroeconomic aggregates for the two countries. Evidence of Markov regime switching in the process governing monetary base growth and in the bilateral exchange rate between the two countries is presented. Given this evidence, a two-country general equilibrium monetary model is constructed to account for observed properties of the U.S.-Canadian dollar exchange rate and for measured effects of monetary policy on key variables. Agents in the model face a monetary policy process with regime switching and form beliefs about regimes and money growth using observations and Bayesian learning. With the driving process for money growth rates parameterized using estimates from U.S. and Canadian data, quantitative implications of the model for behaviors of exchange rates and other key variables are examined. The findings are that inc lusion of learning by agents contributes somewhat to the model's ability to account for persistence in effects of money shocks on variables, provided that the shocks themselves are persistent; inclusion of learning contributes little in accounting for business cycle fluctuations and exchange rate variability; inclusion of a nonlinear driving process for money growth rates is important for the model to account for long swings in exchange rates; inclusion of learning adds only slightly to the ability of the model to account for long swings. The importance of nonlinearities in the driving process and the relative lack of importance of learning are consistent with other findings in the literature of learning effects in the face of regime switches.

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Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 99-13.

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Date of creation: 1999
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Handle: RePEc:fip:fedpwp:99-13

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Keywords: Canada ; Foreign exchange rates ; Monetary policy;

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Betts, Caroline & Devereux, Michael B., 2000. "Exchange rate dynamics in a model of pricing-to-market," Journal of International Economics, Elsevier, vol. 50(1), pages 215-244, February. [Downloadable!] (restricted)
  2. Engel, Charles & Hamilton, James D, 1990. "Long Swings in the Dollar: Are They in the Data and Do Markets Know It?," American Economic Review, American Economic Association, vol. 80(4), pages 689-713, September. [Downloadable!] (restricted)
  3. Stockman, Alan C., 1981. "Anticipated inflation and the capital stock in a cash in-advance economy," Journal of Monetary Economics, Elsevier, vol. 8(3), pages 387-393. [Downloadable!] (restricted)
  4. Martin Eichenbaum & Charles Evans, 1992. "Some empirical evidence on the effects of monetary policy shocks on exchange rates," Working Paper Series, Macroeconomic Issues 92-32, Federal Reserve Bank of Chicago.
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  5. Lewis, Karen K., 1995. "Puzzles in international financial markets," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 37, pages 1913-1971 Elsevier. [Downloadable!] (restricted)
  6. Obstfeld, Maurice & Rogoff, Kenneth, 1995. "Exchange Rate Dynamics Redux," CEPR Discussion Papers 1131, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  7. Kaminsky, Graciela, 1993. "Is There a Peso Problem? Evidence from the Dollar/Pound Exchange Rate, 1976-1987," American Economic Review, American Economic Association, vol. 83(3), pages 450-72, June.
  8. Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Liquidity and real activity in a simple open economy model," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 431-461, June. [Downloadable!] (restricted)
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  9. Keith Sill & Jeffrey Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia. [Downloadable!]
  10. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March. [Downloadable!] (restricted)
  11. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 1996. "Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem?," NBER Working Papers 5809, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  12. Schlagenhauf, Don E. & Wrase, Jeffrey M., 1995. "Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 155-177, April. [Downloadable!] (restricted)
  13. David Andolfatto & Paul Gomme, 1997. "Monetary policy regimes and beliefs," Discussion Paper / Institute for Empirical Macroeconomics 118, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  14. Alan C. Stockman & Linda L. Tesar, 1995. "Tastes and Technology in a Two-Country Model of the Business Cycle: Explaining International Comovements," NBER Working Papers 3566, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Obstfeld, M., 1998. "Risk and Exchange Rate," Papers 193, Princeton, Woodrow Wilson School - Public and International Affairs.
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  16. Lawrence J. Christiano, 1990. "Computational algorithms for solving variants of Fuerst's model," Working Papers 467, Federal Reserve Bank of Minneapolis. [Downloadable!]
  17. Lawrence J. Christiano, 1991. "Modeling the liquidity effect of a money shock," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 3-34. [Downloadable!]
  18. Stockman, A.C. & Tesar, L.L., 1990. "Tastes And Technology In A Two-Country Model Of The Business Cycle: Explaining International Comovements," University of California at Santa Barbara, Economics Working Paper Series 16-90, Department of Economics, UC Santa Barbara.
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Keith Sill & Jeffrey Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia. [Downloadable!]
  2. David Andolfatto & Scott Hendry & Kevin Moran, 2004. "Inflation Expectations and Learning about Monetary Policy," DNB Staff Reports (discontinued) 121, Netherlands Central Bank. [Downloadable!]
    Other versions:
  3. Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Working Papers 03-38, Bank of Canada. [Downloadable!]
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