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Author:Mathieson, Donald J. 

Conference Paper
Exchange rate policy, international capital mobility and monetary policy instruments


Conference Paper
Exchange rate arrangements and monetary policy


Working Paper
Is the EMS the perfect fix? An empirical exploration of exchange rate target zones

In the context of a flexible-price monetary exchange rate model and the assumption of uncovered interest parity, we obtain a measure of the fundamental determinant of exchange rates. Daily data for the European Monetary System is then used to explore the importance of non-linearities in the relationship between the exchange rates and fundamentals. While some statistical evidence of non-linearities in conditional means of exchange rates is detected, these seem to have little economic content. A number of implications of existing "target zone" exchange rate models are tested; little support ...
International Finance Discussion Papers , Paper 388

Conference Paper
Exchange rate policy, financial structure, and the transition from credit to monetary instruments

Proceedings , Issue Sep

Conference Paper
International capital flows, capital controls, and financial reform

Proceedings , Issue Dec , Pages 237-260