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In Discussion Paper No. 1060, Research Fellows Barry Eichengreen,
Andrew Rose and Charles Wyplosz present an empirical
analysis of speculative attacks on pegged exchange rates in 22 countries
between 1967-92. They define speculative attacks or crises as large
movements in exchange rates, interest rates, and international reserves.
They develop stylized facts concerning the univariate behaviour of a
variety of macroeconomic variables, comparing crises with periods of
tranquility. A final finding is that the behaviour of macroeconomic variables differs significantly around the time of speculative attacks on the one hand and realignments and changes in exchange rate regimes on the other. ERM countries undergoing realignments have significantly higher inflation rates, interest rates, rates of money and credit growth and budget deficits, and their trade balances are significantly weaker. None of these statements is true for the events associated with realignments of non-ERM currencies or with the collapse of the Bretton Woods, Smithsonian, or Narrow Margin regimes of pegged exchange rates. Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System Barry Eichengreen, Andrew K Rose and Charles Wyplosz Discussion Paper No. 1060, November 1994 (IM) |