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Overview of the Main Models of the Exchange Rate and Analysis: Their Applicability to Russian Conditions
[Обзор Основных Моделей Обменного Курса И Анализ Возможностей Их Применения В Российских Условиях]

Author

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  • Trunin, Pavel (Трунин, Павел)

    (Russian Presidential Academy of National Economy and Public Administration)

  • Bozhechkova, Alexandra (Божечкова, Александра)

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

The goal of this work is to study models of the exchange rate, as well as to analyze the theoretical and empirical approaches to the analysis of the intervention policy of the central bank. First, we examined base models of the formation of exchange rates and identified key factors that influence the nominal exchange rate. Secondly, we reviewed main theoretical models of central bank`s foreign exchange interventions, analyzed key channels of transmission. Third, we analyzed the results of empirical studies that examined the impact of foreign exchange intervention of the monetary authorities on the level, growth rate and volatility of the nominal exchange rate.

Suggested Citation

  • Trunin, Pavel (Трунин, Павел) & Bozhechkova, Alexandra (Божечкова, Александра), 2013. "Overview of the Main Models of the Exchange Rate and Analysis: Their Applicability to Russian Conditions [Обзор Основных Моделей Обменного Курса И Анализ Возможностей Их Применения В Российских Усл," Working Papers 12, Russian Presidential Academy of National Economy and Public Administration.
    • Handle: RePEc:rnp:wpaper:12
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    Keywords

    Model of the exchange rate;

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