On the theory of sterilized foreign exchange intervention

DOI10.1016/J.JEDC.2010.04.005zbMath1232.91517OpenAlexW1966896999MaRDI QIDQ991397

Michael Kumhof

Publication date: 7 September 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.04.005

zbMATH Keywords

uncovered interest parityimperfect asset substitutabilityportfolio balance modelssterilized foreign exchange intervention

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Modeling sterilized interventions and balance sheet effects of monetary policy in a New-Keynesian framework

Cites Work

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• An Intertemporal General Equilibrium Model of Asset Prices
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
• International Business Cycles with Endogenous Incomplete Markets

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