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Taux de change euro/dollar : un effet BCE ou Réserve Fédérale ?

Author

Listed:
  • Christophe Blot

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • Paul Hubert
  • Rémi Odry

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

Cette étude analyse les effets différenciés des politiques monétaires de la BCE et de la Réserve fédérale sur l'évolution du taux de change euro/dollar. Deux types d'effets sont quantifiés : l'effet de signal lié à l'annonce des politiques monétaires et l'effet macroéconomique lié à la mise en œuvre de celle-ci. Les résultats obtenus suggèrent que l'effet de signal des décisions de la Réserve fédérale serait plus important que celui associé aux décisions de la BCE mais que les chocs de politique monétaire en zone euro se traduiraient par une réaction plus forte du taux de change euro/dollar.

Suggested Citation

  • Christophe Blot & Paul Hubert & Rémi Odry, 2018. "Taux de change euro/dollar : un effet BCE ou Réserve Fédérale ?," Post-Print hal-01834745, HAL.
    • Handle: RePEc:hal:journl:hal-01834745
    as

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