On Evaluating and Extending the Target Zone
Proposal
Hali J. Edison,
Board of Governors of the Federal Reserve System
Marcus H. Miller,
Institute for International Economics and University of
Warwick
John Williamson,
Institute for International Economics
This article examines the target zone proposal for exchange-rate management by
presenting the results of simulations performed on both a large macroeconometric
model and a small analytical model. The main conclusions derived from the large
model are: (1) that exchange-rate-oriented monetary policy could have curbed misa-
lignments without undermining counterinflation policy, but (2) a major impact on
current balances would have required compensatory fiscal policy as well. The small
model suggests the value of assigning world interest rates to the pursuit of a (flexible)
world nominal income target and fiscal policy to national nominal income targets, if
interest rate differentials are assigned to exchange-rate management.
INTRODUCTION
One of the authors of the present article has previously advocated
a target zone approach to exchange-rate management (Williamson
1985, 1986). His arguments have been verbal and informal. The present
paper aims to examine those proposals in a more. formal way, using
both large econometric and small analytical models, with a view to
both evaluating and extending the proposal.
The essence of a target zone system may be regarded as partial
assignment of monetary policy to the objective of limiting deviations
of the real effective exchange rate (REER) from a target value (~) that
Address correspondence to John Williamson, Institute for International Economics, 1! Dupont
Circle, N.W., Washington, D.C. 20036
The authors acknowledge the research assistance of Stephen J. Scott. Views expressed are
those of the authors alone and should not be attributed to the Federal Reserve Board, other
members of its staff, or to other sponsoring institutions.
Journal of Policy Modeling 9(1): 199-224 (1987) 199
© Society for Policy Modeling, 1987 0161-8938/87/$3.50