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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References listed on IDEAS
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More about this item
Keywordsunidentified nuisance parameter; nonlinear simultaneous equations; foreign exchange reserves; policy reaction functions; paramètre de nuisance non identifié; équations simultanées non linéaires; réserves de change; fonctions de réaction de la politique;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-16 (All new papers)
- NEP-CBA-2009-05-16 (Central Banking)
- NEP-ECM-2009-05-16 (Econometrics)
- NEP-IFN-2009-05-16 (International Finance)
- NEP-MON-2009-05-16 (Monetary Economics)
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