Katana VentraIP

Exchange rate regime

An exchange rate regime is a way a monetary authority of a country or currency union manages the currency about other currencies and the foreign exchange market. It is closely related to monetary policy and the two are generally dependent on many of the same factors, such as economic scale and openness, inflation rate, the elasticity of the labor market, financial market development, and capital mobility.[1]

There are two major regime types:


There are also intermediate exchange rate regimes that combine elements of the other regimes.


This classification of exchange rate regime is based on the classification method carried out by GGOW (Ghos, Guide, Ostry and Wolf, 1995, 1997), which combined the IMF de jure classification with the actual exchange behavior so as to differentiate between official and actual policies. The GGOW classification method is also known as the trichotomy method.

Intermediate rate regime[edit]

The exchange rate regimes between the fixed ones and the floating ones.


Band (or target zone)


There is only a tiny variation around the fixed exchange rate against another currency, well within plus or minus 2%.


For example, Denmark has fixed its exchange rate against the euro, keeping it very close to 7.44 krone = 1 euro (0.134 euro = 1 krone).


Crawling peg


A crawling peg is when a currency steadily depreciates or appreciates at an almost constant rate against another currency, with the exchange rate following a simple trend.


Crawling band


Some variation about the rate is allowed, and adjusted as above: for example, see Colombia from 1996 to 2002 and Chile in the 1990s.[6]


Currency basket peg


A currency basket is a portfolio of selected currencies with different weightings. The currency basket peg is commonly used to minimize the risk of currency fluctuations. For example, Kuwait shifted the peg based on a currency basket consists of currencies of its major trade and financial partners.

European Exchange Rate Mechanism

Robert C. Feenstra, Alan M. Taylor, 2014, International Economics-Worth Publishers

Ye Shujun, 2009, International Economics,Tsinghua University Press,79

Andrea, Inci, 2002, The Evolution of Exchange Rate Regimes Since 1990: Evidence from De Facto Policies, 8

Edwards, Sebastian & Levy Yeyati, Eduardo (2003) "Flexible Exchange Rates as Shock Absorbers," NBER Working Papers 9867, National Bureau of Economic Research, Inc. ().

[1]

Kiguel, Andrea & Levy Yeyati, Eduardo (2009) "Back to 2007: Fear of appreciation in emerging economies" ().

[2]

Tiwari, Rajnish (2003): Post-Crisis Exchange Rate Regimes in Southeast Asia, Seminar Paper, University of Hamburg. ()

PDF

Levy-Yeyati, Eduardo & Sturzenegger, Federico & Reggio, Iliana (2006) "On the Endogeneity of Exchange Rate Regimes," Working Paper Series rwp06-047, Harvard University, John F. Kennedy School of Government. ()

[3]

K. Dimitrova(2006). „Exchange Rate and Inflation: France and Bulgaria in the interwar period“ Archived 2011-01-24 at the Wayback Machine.International Center for Economic Research Working Paper, Torino, No 34, 2006

Nenovsky. N

G. Pavanelli and Dimitrova, K(2007). Rate Control in Italy and Bulgaria in the Interwar Period: History and Prospectives“.International Center of Economic Research Working Paper,Torino, No 40, 2007

Nenovsky. N

Roberto Frenkel and Martín Rapetti, , Center for Economic and Policy Research, April 2010

A Concise History of Exchange Rate Regimes in Latin America

Coudert, Virginie and Cécile Couharde, Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries. , 2008.

[4]