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Implicit Band within the Announced Exchange Rate Band

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Author Info
Miklós Koren () (Harvard University, Dept. of Econ.)

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Abstract

The paper provides an explanation to the policy of implicit exchange rate bands. Especially when introducing a new exchange rate band or modifying the old one, central banks often intervene intra-marginally, targeting a narrower band than that announced. The theoretical literature provides little clue to understand this phenomenon. The models either do not differ-entiate between the mechanism of announced (known) and implicit (unknown) exchange rate bands, or fail to account for the central bank's incentives in exchange rate policy. I present a model, which both distinguishes the announced from the true target zone and endogenizes the choice of the bandwidth. I argue that implicit bands are a mean to signal the objectives of exchange rate policy. Announcement of the bandwidth cannot credibly do this, since it is not binding for the central bank. That is, the announcement is only partially believed. On the other hand, the choice of the actual bandwidth may serve as a costly signal. Since stability-concerned central banks are more likely to accept the costs of intervening intra-marginally, narrow implicit bands may effectively communicate the preferences for exchange rate stabil-ity. I conclude that a low level of reputation and a high concern of exchange rate stability both make the policy of implicit band more likely.

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Publisher Info
Paper provided by Rajk László College in its series Rajk László Szakkollégium Working Papers with number 5.

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Length: 23 pages
Date of creation: Nov 2000
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Handle: RePEc:rlc:rlszwp:5

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Related research
Keywords: Exchange Rate Exchange Rate Regime Target Zone Credibility Signaling

Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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References listed on IDEAS
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  1. Lewis, Karen K, 1995. "Occasional Interventions to Target Rates," American Economic Review, American Economic Association, vol. 85(4), pages 691-715, September. [Downloadable!] (restricted)
  2. Rogoff, Kenneth, 1985. "The Optimal Degree of Commitment to an Intermediate Monetary Target," The Quarterly Journal of Economics, MIT Press, vol. 100(4), pages 1169-89, November. [Downloadable!] (restricted)
  3. Labhard, Vincent & Wyplosz, Charles, 1996. "The New EMS: Narrow Bands inside Deep Bands," American Economic Review, American Economic Association, vol. 86(2), pages 143-46, May. [Downloadable!] (restricted)
  4. E.O. Svensson, Lars, 1994. "Why exchange rate bands? : Monetary independence in spite of fixed exchange rates," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 157-199, February. [Downloadable!] (restricted)
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  5. Stein, Jeremy C, 1989. "Cheap Talk and the Fed: A Theory of Imprecise Policy Announcements," American Economic Review, American Economic Association, vol. 79(1), pages 32-42, March. [Downloadable!] (restricted)
  6. Krugman, Paul R, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, MIT Press, vol. 106(3), pages 669-82, August. [Downloadable!] (restricted)
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  7. Barro, Robert J & Gordon, David B, 1983. "A Positive Theory of Monetary Policy in a Natural Rate Model," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 589-610, August. [Downloadable!] (restricted)
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  8. Farrell, Joseph & Rabin, Matthew, 1996. "Cheap Talk," Journal of Economic Perspectives, American Economic Association, vol. 10(3), pages 103-18, Summer. [Downloadable!] (restricted)
  9. Klein, Michael W. & Lewis, Karen K., 1993. "Learning about intervention target zones," Journal of International Economics, Elsevier, vol. 35(3-4), pages 275-295, November. [Downloadable!] (restricted)
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  10. Cukierman, Alex & Leiderman, Leonardo & Spiegel, Yossi, 1994. "Choosing the Width of Exchange Rate Bands - Credibility vs. Flexibility," CEPR Discussion Papers 907, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  11. Miller, Marcus & Zhang, Lei, 1996. "Optimal target zones: How an exchange rate mechanism can improve upon discretion," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1641-1660. [Downloadable!] (restricted)
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  12. Caplin, Andrew & Leahy, John, 1996. "Monetary Policy as a Process of Search," American Economic Review, American Economic Association, vol. 86(4), pages 689-702, September. [Downloadable!] (restricted)
  13. Vickers, John, 1986. "Signalling in a Model of Monetary Policy with Incomplete Information," Oxford Economic Papers, Oxford University Press, vol. 38(3), pages 443-55, November. [Downloadable!] (restricted)
  14. Klein, Michael W., 1992. "Big effects of small interventions: The informational role of intervention in exchange rate policy," European Economic Review, Elsevier, vol. 36(4), pages 915-924, May. [Downloadable!] (restricted)
  15. Backus, David & Driffill, John, 1985. "Inflation and Reputation," American Economic Review, American Economic Association, vol. 75(3), pages 530-38, June. [Downloadable!] (restricted)
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  1. Cukierman, Alex & Goldstein, Itay & Spiegel, Yossi, 2003. "The Choice of Exchange Rate Regime and Speculative Attacks," CEPR Discussion Papers 3714, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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