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A DSGE model for a SOE with systematic interest and foreign exchange policy in which policymakers exploit the risk premium for stabilization purposes
Escudé, Guillermo J. - 2012
This paper builds a DSGE model for a small open economy (SOE) in which the central bank systematically intervenes both the domestic currency bond and the FX markets using two policy rules: a Taylor-type rule and a second rule in which the operational target is the rate of nominal currency...
Persistent link: https://www.econbiz.de/10009578283
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A DSGE model for a SOE with systematic interest and foreign exchange policies in which policymakers exploit the risk premium for stabilization purposes
Escudé, Guillermo J. - 2013
This paper builds a DSGE model for a small open economy (SOE) in which the central bank intervenes the domestic currency bond and FX markets using two policy rules: a Taylor-type rule and a rule that determines the rate of nominal depreciation. The 2 'corner' regimes, in which only one policy...
Persistent link: https://www.econbiz.de/10009769223
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ARGEMmy: an intermediate DSGE model calibrated/estimated for Argentina : two policy rules are often better than one
Escudé, Guillermo J. - 2009
Persistent link: https://www.econbiz.de/10003850676
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A DSGE model for a SOE with systematic interest and foreign exchange policies in wich policymakers exploit the risk premium for stabilization purposes
Escudé, Guillermo J. - 2013
This paper builds a DSGE model for a SOE in which the central bank systematically intervenes both the domestic currency bond and the FX markets using two policy rules: a Taylor-type rule and a second rule in which the operational target is the rate of nominal currency depreciation. For this, the...
Persistent link: https://www.econbiz.de/10009743812