The Effect of the ERM on Participating Economies /

The effect of membership of the ERM on macroeconomic performance is analyzed using vector autoregression techniques. The results indicate that while the ERM has had little effect on the nature of the shocks hitting the economies, it has had a significant effect on the response of member countries to...

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Détails bibliographiques
Auteur principal: Bayoumi, Tamim
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 1991.
Collection:IMF Working Papers; Working Paper ; No. 1991/086
Accès en ligne:Full text available on IMF
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245 1 4 |a The Effect of the ERM on Participating Economies /  |c Tamim Bayoumi. 
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300 |a 1 online resource (36 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The effect of membership of the ERM on macroeconomic performance is analyzed using vector autoregression techniques. The results indicate that while the ERM has had little effect on the nature of the shocks hitting the economies, it has had a significant effect on the response of member countries to these shocks. In addition, long-time members of the ERM have significantly more correlated shocks than other countries. These results conform to the thesis that the ERM represents a move by countries with relatively similar underlying shocks to coordinate macroeconomic policy. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1991/086 
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