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On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - 2010
This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...
Persistent link: https://www.econbiz.de/10003964417
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On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates
Ruelke, Jan C. - 2016
This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...
Persistent link: https://www.econbiz.de/10012991094
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On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - In: The economic record : er 87 (2011), pp. 465-479
Persistent link: https://www.econbiz.de/10009317762
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Exchange rate economics : a survey
MacDonald, Ronald; Taylor, Mark P. - 1991
Persistent link: https://www.econbiz.de/10000829874
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The monetary approach to the exchange rate : rational expectations, long-run equilibrium and forecasting
MacDonald, Ronald; Taylor, Mark P. - 1992
Persistent link: https://www.econbiz.de/10000839181
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Exchange rates, country preferences, and gold
Dooley, Michael P.; Isard, Peter; Taylor, Mark P. - 1992
Persistent link: https://www.econbiz.de/10000841598
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Exchange rates and the EMS : assessing the track record
Artis, Michael J.; Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747780
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Exchange rates, policy convergence and the European monetary system
MacDonald, Ronald; Taylor, Mark P. - 1990
Persistent link: https://www.econbiz.de/10000798840
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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Exchange rate economics
MacDonald, Ronald (contributor); Taylor, Mark P. (contributor) - 1992
Persistent link: https://www.econbiz.de/10000874975