Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Gabriel Rodríguez, Paul Castillo B., Harumi Hasegawa
| Year of publication: |
2023
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| Authors: | Rodriguez, Gabriel ; Castillo B., Paul ; Hasegawa, Harumi |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-26
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| Subject: | Bayesian methodology | Exchange rate | FX interventions | Monetary policy rule | New Keynesian DSGE model | Peruvian economy | Small open economy | Taylor rule | Geldpolitik | Monetary policy | Peru | Neoklassische Synthese | Neoclassical synthesis | Dynamisches Gleichgewicht | Dynamic equilibrium | Kleine offene Volkswirtschaft | Wechselkurspolitik | Exchange rate policy | Wechselkurs | Taylor-Regel | Bayes-Statistik | Bayesian inference | Theorie | Theory | Regelbindung versus Diskretion | Rules versus discretion | Wirkungsanalyse | Impact assessment | Inflationssteuerung | Inflation targeting | Schätzung | Estimation | DSGE-Modell | DSGE model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101965 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014485281