Supplementary material for "the effects of foreign exchange intervention: evidence from a rule-based policy in Colombia"

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Borradores de Economía; No. 965
Date published
2016-10-12
Date of last update
2016-10-12
Author
Kuersteiner, Guido M.
Phillips, David C.
Villamizar-Villegas, Mauricio
Document language
spa
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Las 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.
Abstract
This 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.
JEL Codes
E58 - Central Banks and Their PoliciesF31 - Foreign ExchangeC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
Keywords
Rule-based foreign exchange interventions ; Portfolio balance ; Central bank policy ; Regression discontinuity ; Non-linear impulse response ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6276
https://hdl.handle.net/20.500.12134/6276
https://doi.org/10.32468/be.965
https://ideas.repec.org/p/bdr/borrec/965.html
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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