Evidence on the effectiveness of FX interventions in the prevailing higher frequency approaches leaves a gap at horizons going beyond a few days. This is addressed by identifying a structural vector autoregressive model for the daily frequency with an external instrument. Using Japanese data, we...

In this chapter, I present a specific view of signal processing. I provide the basic definitions regarding what - according to our view - signal processing should be seen as, and I elucidate in this perspective the meaning of a selection of relevant algorithms and approaches.