A test for the presence of central bank intervention in the foreign exchange market with an application to the Bank of Canada
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More about this item
KeywordsUnidentified nuisance parameter; Nonlinear simultaneous equations; Foreign exchange reserves; Policy reaction functions; F31; C30;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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