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dc.creatorKuersteiner, Guido M.
dc.creatorPhillips, David C.
dc.creatorVillamizar-Villegas, Mauricio
dc.date.created2016-10-12
dc.date.issued2016-10-12
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/6276
dc.description.abstractThis Appendix provides a more detailed discussion of the technical results, including proofs of theorems reported in the main paper. For ease of reference notation and de nitions are repeated from the main paper.
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 965
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleSupplementary material for "the effects of foreign exchange intervention: evidence from a rule-based policy in Colombia"
dc.typeWorking Paper
dc.subject.jelE58 - Central Banks and Their Policies
dc.subject.jelF31 - Foreign Exchange
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.keywordRule-based foreign exchange interventions
dc.subject.keywordPortfolio balance
dc.subject.keywordCentral bank policy
dc.subject.keywordRegression discontinuity
dc.subject.keywordNon-linear impulse response
dc.subject.lembCambio exterior -- Intervención del estado -- Colombia -- Normas
dc.subject.lembColombia -- Política económica
dc.subject.lembCambio exterior -- Intervención del estado -- Modelos
dc.subject.lembCambio exterior -- Intervención del estado -- Teorías
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaF31 - Tipos de cambio
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.subject.jelspaE58 - Bancos centrales y sus políticas
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.965
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 965
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/965.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/6276
dc.source.handleRepecRePEc:bdr:borrec:965


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit