IDEAS home Printed from https://ideas.repec.org/b/sea/rstudy/rp11.html
   My bibliography  Save this book

Monetary Policy to External Shocks: Some Policy Simulations for Sri Lanka and Malaysia

Author

Listed:
  • D.S. Wijesinghe

Abstract

This study examines the monetary implications of the external shocks and the effectiveness of alternative monetary policies that monetary authorities may implement in response to these shocks. The study made use of a simple model, and simulations were undertaken for Sri Lanka and Malaysia.

Suggested Citation

  • D.S. Wijesinghe, 1989. "Monetary Policy to External Shocks: Some Policy Simulations for Sri Lanka and Malaysia," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp11, April.
  • Handle: RePEc:sea:rstudy:rp11
    as

    Download full text from publisher

    File URL: http://www.seacen.org/GUI/pdf/publications/research_proj/1989/rp11.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Barbara Rossi, 2013. "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
    2. Klaas Baks & Charles Frederick Kramer, 1999. "Global Liquidity and Asset Prices; Measurement, Implications, and Spillovers," IMF Working Papers 99/168, International Monetary Fund.
    3. Rüffer, Rasmus & Stracca, Livio, 2006. "What is global excess liquidity, and does it matter?," Working Paper Series 696, European Central Bank.
    4. Frederic S. Mishkin, 2009. "Monetary Policy Strategy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262513374, January.
    5. Rey, Helene, 2013. "Dilemma not trilemma: the global cycle and monetary policy independence," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-2.
    6. Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
    7. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2010. "Liquidity and the dynamic pattern of asset price adjustment: A global view," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1933-1945, August.
    8. Joao Sousa & Andrea Zaghini, 2008. "Monetary policy shocks in the euro area and global liquidity spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
    9. Malika Pant & Martin Mühleisen & Alun H. Thomas, 2010. "Peaks, Spikes, and Barrels; Modeling Sharp Movements in Oil Prices," IMF Working Papers 10/186, International Monetary Fund.
    10. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sea:rstudy:rp11. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Azharin). General contact details of provider: http://edirc.repec.org/data/seacemy.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.