Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions
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More about this item
Keywords
Sterilized intervention; Endogeneity; Markov-switching policy function;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-02-24 (Central Banking)
- NEP-IFN-2007-02-24 (International Finance)
- NEP-MAC-2007-02-24 (Macroeconomics)
- NEP-MON-2007-02-24 (Monetary Economics)
- NEP-SEA-2007-02-24 (South East Asia)
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