Foreign exchange intervention revisited : a new way of estimating censored models
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Borradores de Economía; No. 972
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2016-11-30
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2016-11-30
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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.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
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Most 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
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JEL Codes
F31 - Foreign Exchange
C14 - Semiparametric and Nonparametric Methods: General
C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
C24 - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
E58 - Central Banks and Their Policies
C14 - Semiparametric and Nonparametric Methods: General
C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
C24 - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
E58 - Central Banks and Their Policies
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