The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate
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References listed on IDEAS
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More about this item
KeywordsSterilized FX interventions; high frequency data; impulse response; local projections; potential outcome; Bank of Israel;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2019-01-07 (All new papers)
- NEP-CBA-2019-01-07 (Central Banking)
- NEP-MAC-2019-01-07 (Macroeconomics)
- NEP-MON-2019-01-07 (Monetary Economics)
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