A New Method for Identifying the Effects of Foreign Exchange Interventions

Publisher: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University

Notes on use

Note (General)：: First draft: October 2005This version: May 18, 2011学術創成研究費 = Grant-in-Aid for Creative Scientific Research

Detailed bibliographic record

Summary, etc.：: Central banks react even to intraday changes in the exchange rate; however, in most cases, intervention data is available only at a daily frequency. T...

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Material Type: 文書・図像類
Title: A New Method for Identifying the Effects of Foreign Exchange Interventions
Author/Editor: Cheny, Chih-nan
Watanabe, Tsutomu
Yabu, Tomoyoshi
Author Heading: Cheny, Chih-nan
Watanabe, Tsutomu
Yabu, Tomoyoshi
Publication, Distribution, etc.: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University
Publication Date: 2011-05
Publication Date (W3CDTF): 2011-05
Contributor: 日本経済の物価変動ダイナミクスの解明 = Understanding Inflation Dynamics of the Japanese Economy
Text Language Code: eng
Subject Heading: foreign exchange intervention
intraday data
Markov-chain Monte Carlo method
endogeneity problem
temporal aggregation
Target Audience: 一般
Note (General): First draft: October 2005
This version: May 18, 2011
学術創成研究費 = Grant-in-Aid for Creative Scientific Research
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/19153/IFD_WP73.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
http://www.ier.hit-u.ac.jp/~ifd/
Periodical Title: Working Paper Series ; No. 73
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources