66 Int. J. Economic Policy in Emerging Economies, Vol. 5, No. 1, 2012
Copyright © 2012 Inderscience Enterprises Ltd.
A monetary analysis of foreign exchange market
disequilibrium in Fiji
Shabbir Ahmad*
University of Nizwa,
P.O. Box 33, 11G-6, CEMIS,
Postal Code 616, Birkat-al-Mauz, Sultanate of Oman
E-mail: shabbir@unizwa.edu.om
*Corresponding author
Abul Shamsuddin
Newcastle Business School,
University of Newcastle,
Callaghan NSW 2308, Australia
Fax: +61 2 4921 7398
E-mail: Abul.Shamsuddin@newcastle.edu.au
Malcolm Treadgold
School of Business, Economics and Public Policy,
University of New England,
Armidale, NSW 2351, Australia
Fax: +61 2 6773 3596
E-mail: mtreadgo@une.edu.au
Website: http://www.une.edu.au/staff/mtreadgo.php
Abstract: This paper evaluates a monetary model of foreign exchange market
pressure in Fiji using the autoregressive distributed lag bounds testing
methodology. The results suggest that if the monetary authorities in Fiji fix the
exchange rate, they lose the ability to implement an independent monetary
policy through control of central bank credit. Stronger monetary control is
regained to the extent that pressure in the foreign exchange market is relieved
through exchange rate movements rather than reserve movements.
Keywords: EMP; exchange market pressure; Fiji; monetary policy; ARDL;
autoregressive distributed lag; error correction; bounds testing.
Reference to this paper should be made as follows: Ahmad, S.,
Shamsuddin, A. and Treadgold, M. (2012) ‘A monetary analysis of foreign
exchange market disequilibrium in Fiji’, Int. J. Economic Policy in Emerging
Economies, Vol. 5, No. 1, pp.66–81.
Biographical notes: Shabbir Ahmad is an Assistant Professor and Head
Economics section at the School of Economics, CEMIS, University of Nizwa,
Oman. Before joining University of Nizwa, he has worked at IIIE, International
Islamic University, Islamabad, Pakistan. He received his PhD from University
of New England, NSW, Australia in 2003. His research interests are in the area