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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - 2005
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10010261316
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Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo; De Grauwe, Paul - 2005
This paper investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals. First, we develop a simple theoretical model in which chartists and fundamentalists interact. This model predicts the existence of different regimes, and thus nonlinearities in the...
Persistent link: https://www.econbiz.de/10010261347
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Social conflict and growth in Euroland
De Grauwe, Paul; Skudelny, Frauke - 1999
Persistent link: https://www.econbiz.de/10001372931
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Why has inflation remained so low after the large exchange rate depreciations of 1992?
Amitrano, Alessandra - In: Journal of common market studies : JCMS 35 (1997) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10001227874
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Inflation and productivity differentials in EMU
De Grauwe, Paul; Skudelny, Frauke - In: Market imperfections and macroeconomic dynamics, (pp. 77-104). 2002
Persistent link: https://www.econbiz.de/10001731382
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Core-periphery relations in EMU
De Grauwe, Paul - In: Finanzmärkte im Spannungsfeld von Globalisierung, …, (pp. 153-177). 1998
Persistent link: https://www.econbiz.de/10001426987
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 189-216). 2014
Persistent link: https://www.econbiz.de/10010350406
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Social conflict and growth in Euroland
De Grauwe, Paul; Skudelny, Frauke - 1999
Persistent link: https://www.econbiz.de/10001459071
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Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo (contributor); De Grauwe, Paul (contributor) - 2005
This paper investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals. First, we develop a simple theoretical model in which chartists and fundamentalists interact. This model predicts the existence of different regimes, and thus nonlinearities in the...
Persistent link: https://www.econbiz.de/10003202226