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dc.creatorOrdoñez-Callamand, Daniel
dc.creatorVillamizar-Villegas, Mauricio
dc.creatorMelo-Velandia, Luis Fernando
dc.date.created2016-11-30
dc.date.issued2016-11-30
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6283
dc.description.abstractMost of the literature on the e ectiveness of foreign exchange intervention has yet to reach a general consensus. In part, this is due to the di erent estimation methods in which exogenous variation is identi ed. In this sense, the use of heavily-dependen
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. 972
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleForeign exchange intervention revisited : a new way of estimating censored models
dc.typeWorking Paper
dc.subject.jelF31 - Foreign Exchange
dc.subject.jelC14 - Semiparametric and Nonparametric Methods: General
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jelC24 - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
dc.subject.jelE58 - Central Banks and Their Policies
dc.subject.keywordCLAD
dc.subject.keywordCensored models
dc.subject.keywordForeign exchange intervention
dc.subject.keywordCentral bank's policy function
dc.subject.lembCambio exterior -- Intervención del estado -- Colombia -- 2000-2010
dc.subject.lembCambio exterior -- Intervención del estado -- Modelos
dc.subject.lembCambio exterior -- Intervención del estado -- Turquía -- 2000-2010
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC24 - Modelos truncados y censurados; Modelos de regresiones cambiantes; Modelos de regresión umbral
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.subject.jelspaF31 - Tipos de cambio
dc.subject.jelspaC14 - Métodos semiparamétricos y no paramétricos: generalidades
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.972
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.repechttps://ideas.repec.org/p/bdr/borrec/972.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6283
dc.creator.firmaLuis Fernando Melo-Velandia
dc.source.handleRepecRePEc:bdr:borrec:972


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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