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Foreign reserve and money dynamics with asset portfolio adjustment: international evidence

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  • Reuven Glick
  • Michael Hutchison

Abstract

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Suggested Citation

  • Reuven Glick & Michael Hutchison, 1994. "Foreign reserve and money dynamics with asset portfolio adjustment: international evidence," Pacific Basin Working Paper Series 94-09, Federal Reserve Bank of San Francisco.
  • Handle: RePEc:fip:fedfpb:94-09
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    References listed on IDEAS

    as
    1. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    2. Herring, Richard J. & Marston, Richard C., 1977. "Sterilization policy: The trade-off between monetary autonomy and control over foreign exchange reserves," European Economic Review, Elsevier, vol. 10(3), pages 325-343.
    3. Culver, Sarah E & Papell, David H, 1997. "Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 435-444, July-Aug..
    4. John T. Cuddington, 1993. "A Generalization and Assessment of the Index of Managed Float," Canadian Journal of Economics, Canadian Economics Association, vol. 26(1), pages 235-240, February.
    5. Rogoff, Kenneth, 1984. "On the effects of sterilized intervention : An analysis of weekly data," Journal of Monetary Economics, Elsevier, vol. 14(2), pages 133-150, September.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Joshua Aizenman & Reuven Glick, 2009. "Sterilization, Monetary Policy, and Global Financial Integration," Review of International Economics, Wiley Blackwell, vol. 17(4), pages 777-801, September.
    2. Dongkoo Chang & Choon-Seng Lim, Vincent & Eufrocinio M. Bernabe, Jr., "undated". "Alternative Monetary Policy Frameworks for Price and Financial Stability," Working Papers wp06, South East Asian Central Banks (SEACEN) Research and Training Centre.
    3. Fatum, Rasmus & Hutchison, Michael, 2006. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 199-219, March.
    4. repec:arp:bmerar:2017:p:192-200 is not listed on IDEAS
    5. Tony Cavoli & Ramkishen S. Rajan, 2005. "THE CAPITAL INFLOWS PROBLEM IN SELECTED ASIAN ECONOMIES IN THE 1990s REVISITED : THE ROLE OF MONETARY STERILIZATION," Finance Working Papers 22562, East Asian Bureau of Economic Research.
    6. Jong-Eun Lee, 2016. "Exchange Rate Dynamics with Foreign Reserves: Revisiting the Dornbusch Overshooting Model," Review of Development Economics, Wiley Blackwell, vol. 20(2), pages 406-414, May.
    7. Glick, Reuven & Hutchison, Michael, 2009. "Navigating the trilemma: Capital flows and monetary policy in China," Journal of Asian Economics, Elsevier, vol. 20(3), pages 205-224, May.
    8. Ben R. Craig & Owen F. Humpage, 2001. "Sterilized intervention, nonsterilized intervention, and monetary policy," Working Paper 0110, Federal Reserve Bank of Cleveland.
    9. Pippenger, John, 2003. "Modeling foreign exchange intervention: stock versus stock adjustment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 137-156, April.
    10. Park, Haesik & Song, Chi-Young, 2008. "Japanese vocal intervention and the yen/dollar exchange rate," Japan and the World Economy, Elsevier, vol. 20(1), pages 61-81, January.

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