The Interest Rate-Exchange Rate Link in the Mexican Float
Clarida, R. (2001), “The empirics of monetary policy rules in open
economies”, NBER, Working Paper, num. 8603.
Corbo, V. (2000), “Monetary policy in Latin America in the 90s”, Banco
Central de Chile, Working Paper, num. 78.
Davidson, R. and J. MacKinnon (1993), Estimation and Inference in
Econometrics, Oxford University Press.
D^az de Leon, A. and L. Greenham (2000), “Polftica monetaria y tasas
de interés: experiencia reciente para el caso de México”, Banco de
México, Research Paper, num. 2000-8.
Dornbusch, R., I. Goldfajn and R. Valdés (1995), “Currency crises and
collapses”, Brookings Papers on Economic Activity 2, 219-93.
Edwards, S. (2001), “Exchange rate regimes, capital flows and crisis
prevention”, NBER, Working Paper, num. 8529.
Eichengreen, B. (2001), “Can emerging markets float? Should they
inflation target?”, manuscript, April.
— and R. Hausmann (1999), “Exchange rates and financial turmoil”,
NBER, Working Paper, num. 7418.
Enders, W. (1995), Applied Econometric Time Series, Wiley.
Froot, K. A. and R. A. Thaler (1990), “Anomalies: foreign exchange”,
Journal of Economic Perspectives, num. 4, pp. 179-192.
Hausmann, R., U. Panizza and E. Stein (1999), “Why do countries float
the way they float”, IADB, Working Paper, num. 418.
— M. Gavin, C. Pages-Sierra and E. Stein (1999), “Financial turmoil
and the choice of exchange rate regime”, IADB, Working Paper,
num. 400.
— and L. Rojas-Suarez, eds. (1996), Volatile Capital Flows, Inter-
American Development Bank.
Ibarra, C. A. (2002), “Lmiites de la flotacion mexicana”, El Trimestre
Economico, LXIX (4), num. 276, pp. 513-542.
— (1999), “Investor sentiment and the 1994 Mexican currency crisis”,
International Development Research Centre (IDRC), Working Paper,
November.
Martmez, L., O. Sanchez and A. Werner (2001), “Consideraciones sobre
la conduccion de la poKtica monetaria y el mecanismo de transmision
en México”, Banco de México, Research Paper 2001-02.
McCallum, B. (1994), “A reconsideration of the uncovered interest parity
relationship”, Journal of Monetary Economics, num. 33, pp. 105-32.
Nakagawa, H. (2002), “Real exchange rates and real interest
differentials: implications of nonlinear adjustment in real exchange
rates”, Journal of Monetary Economics, num. 49, pp. 629-649.
27