The Credibility of the United Kingdom's Commitment to the Erm : Intentions Versus Actions /

The paper presents estimates of a model of the credibility of the U.K. commitment to its central parity against the deutsche mark during the period of U.K. ERM membership (1990-92). The measure of credibility used is the long-term interest differential with Germany. Credibility is decomposed into tw...

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Xehetasun bibliografikoak
Egile nagusia: Masson, Paul
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 1994.
Saila:IMF Working Papers; Working Paper ; No. 1994/147
Gaiak:
Sarrera elektronikoa:Full text available on IMF
Deskribapena
Gaia:The paper presents estimates of a model of the credibility of the U.K. commitment to its central parity against the deutsche mark during the period of U.K. ERM membership (1990-92). The measure of credibility used is the long-term interest differential with Germany. Credibility is decomposed into two aspects: an assessment of whether the government was truly committed to the ERM, and the probability that even a committed government would be able to continue to bear the unemployment costs. Doubts about the first aspect-which could lead to a self-fulfilling crisis-are shown to have declined steadily during the period of ERM membership, while the second aspect is estimated to have become increasingly important, due to rising unemployment.
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Deskribapen fisikoa:1 online resource (32 pages)
Formatua:Mode of access: Internet
ISSN:1018-5941
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