Effectiveness of the Costa Rican Central Bank forex intervention

 

Đã lưu trong:
Chi tiết về thư mục
Nhiều tác giả: Espinoza Rodríguez, Julio César, Valerio Berrocal, Marco Vinicio
Định dạng: artículo original
Trạng thái:Versión publicada
Ngày xuất bản:2016
Miêu tả:This paper represents an empirical approach to assess the effectiveness of foreign exchange interventions following the criteria by K. Domínguez (1998) using a GARCH model based on the work by C. Broto (2012). Analyses are conducted to evaluate the FOREX rules of intervention followed by the BCCR, and the probability of occurrence of an intervention is estimated using a LOGIT model.  In addition, the paper attempts to analyze what happened to the exchange arrangements applied in Costa Rica as a result of the 2006 exchange rate flexibility and transition to inflation targets.
Quốc gia:Portal de Revistas UNA
Tổ chức giáo dục:Universidad Nacional de Costa Rica
Repositorio:Portal de Revistas UNA
Ngôn ngữ:Español
OAI Identifier:oai:www.revistas.una.ac.cr:article/7725
Truy cập trực tuyến:https://www.revistas.una.ac.cr/index.php/economia/article/view/7725
Từ khóa:exchange rate
monetary policy
market intervention
equilibrium exchange rate
tipo de Cambio
politica monetaria
intervencion del mercado
tipo de cambio de equilibrio