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Record W153317012

Responding to Exchange Rates in a Globalised World

2014· article· de· W153317012 on OpenAlexaff
Michael B. Devereux, James Yetman

Bibliographic record

VenueSSRN Electronic Journal · 2014
Typearticle
Languagede
FieldEconomics, Econometrics and Finance
TopicGlobal Financial Crisis and Policies
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsExchange rateMonetary policyIntervention (counseling)EconomicsInflation targetingExchange-rate pass-throughGlobalizationFinancial marketFinancial integrationWelfareForeign exchange marketInternational economicsMonetary economicsInflation (cosmology)FinanceMedicine
DOInot available

Abstract

fetched live from OpenAlex

How should monetary policy respond to nominal exchange rates? How does this change as economies become increasingly globalised? In this paper, we address these questions for Asia, focusing on structural changes that may influence the optimal policy response to exchange rates. We also summarise some new results based on an analytical model outlined in Devereux and Yetman (2014b) designed to address these issues. We show that sterilised intervention can be a potent tool that offers policymakers an additional degree of freedom in maximising global welfare. We illustrate how the gains to sterilised intervention can be sensitive to various aspects of goods and financial market structure. When financial internationalisation is high, the gains to sterilised intervention fall. And at the limit of perfect financial integration, the gains from sterilised intervention are entirely eliminated. Unsterilised intervention may also have a role to play, and may continue to work even in cases where sterilised intervention is rendered ineffective. Many central banks in Asia have actively used sterilised foreign exchange intervention as a policy tool for smoothing exchange rate movements. This is a policy that appears to have served the region well. But, over time, structural changes in the region, including increased goods market integration, declining exchange rate pass-through and ongoing internationalisation of financial markets are likely to reduce the efficacy of sterilised intervention. More generally, these structural changes may call into question the appropriate role of exchange rates in monetary policy setting in the region.Full publication: Globalisation, Inflation and Monetary Policy in Asia and the Pacific

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.003
Scholarly communication0.0050.005
Open science0.0010.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.015
GPT teacher head0.249
Teacher spread0.234 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2014
Admission routes1
Has abstractyes

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