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Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data

Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data »

Source: Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data

Volume/Issue: 2007/293

Series: IMF Working Papers

Author(s): Ewe-Ghee Lim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868562

Keywords: Portfolio Rebalancing, Dollars, Euros, COFER, exchange rate, equations, probability, U.s. Dollar,

This paper tests whether reserve portfolios respond to exchange rate changes with a portfolio rebalancing strategy, which requires the purchase of depreciating currencies and sale of appreciating ones. The paper fi...

Monetary Transmission Mechanisms in Belarus

Monetary Transmission Mechanisms in Belarus »

Source: Monetary Transmission Mechanisms in Belarus

Volume/Issue: 2006/246

Series: IMF Working Papers

Author(s): Rodolfo Maino , and Balázs Horváth

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2006

ISBN: 9781451865066

Keywords: transmission mechanisms, dollarization., exchange rate, real exchange rate, foreign exchange, Multiple or Simultaneous Equation Models: Time-Series Models,

We explore monetary policy transmission by estimating VAR impulse response functions to illustrate the Belarusian economy's response to unexpected changes in policy and exogenous variables. We find a significant ex...

Measuring External Risks for Peru

Measuring External Risks for Peru »

Source: Measuring External Risks for Peru : Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy

Volume/Issue: 2014/161

Series: IMF Working Papers

Author(s): Fei Han

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 September 2014

ISBN: 9781498327220

Keywords: Macroeconomic Model, Partial Dollarization, External Risk, Macroeconomic Forecast, inflation, aggregate demand, monetary fund, Multiple or Simultaneous Equation Models: Instrumental Variables (IV) Estimation, Forecasting and Simulation, Monetary Policy (Targets

This paper quantifies the effects of external risks for Peru, with particular attention to two major external risks, China's investment slowdown and the U.S. monetary policy tightening. In particular, a macroeconom...

Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data

Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data »

Volume/Issue: 2007/293

Series: IMF Working Papers

Author(s): Ewe-Ghee Lim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

DOI: http://dx.doi.org/10.5089/9781451868562.001

ISBN: 9781451868562

Keywords: Portfolio Rebalancing, Dollars, Euros, COFER, exchange rate, equations, probability, U.s. Dollar,

This paper tests whether reserve portfolios respond to exchange rate changes with a portfolio rebalancing strategy, which requires the purchase of depreciating currencies and sale of appreciating ones. The paper fi...

Monetary Transmission Mechanisms in Belarus

Monetary Transmission Mechanisms in Belarus »

Volume/Issue: 2006/246

Series: IMF Working Papers

Author(s): Rodolfo Maino , and Balázs Horváth

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2006

DOI: http://dx.doi.org/10.5089/9781451865066.001

ISBN: 9781451865066

Keywords: transmission mechanisms, dollarization., exchange rate, real exchange rate, foreign exchange, Multiple or Simultaneous Equation Models: Time-Series Models,

We explore monetary policy transmission by estimating VAR impulse response functions to illustrate the Belarusian economy's response to unexpected changes in policy and exogenous variables. We find a significant ex...

Measuring External Risks for Peru
			: Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy

Measuring External Risks for Peru : Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy »

Volume/Issue: 2014/161

Series: IMF Working Papers

Author(s): Fei Han

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 September 2014

DOI: http://dx.doi.org/10.5089/9781498327220.001

ISBN: 9781498327220

Keywords: Macroeconomic Model, Partial Dollarization, External Risk, Macroeconomic Forecast, inflation, aggregate demand, monetary fund, Multiple or Simultaneous Equation Models: Instrumental Variables (IV) Estimation, Forecasting and Simulation, Monetary Policy (Targets

This paper quantifies the effects of external risks for Peru, with particular attention to two major external risks, China's investment slowdown and the U.S. monetary policy tightening. In particular, a macroeconom...