Modelling and Forecasting the Indian Re/US Dollar Exchange Rate [PDF]
This paper develops vector autoregressive and Bayesian vector autoregressive models to forecast the Indian Re/US dollar exchange rate which is governed by a managed floating exchange rate regime. It considers extensions of the monetary model that include
Pami Dua, Rajiv Ranjan
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Comparing Monetary Policy Rules in a Small Open Economy Framework: An Empirical Analysis Using Bayesian Techniques [PDF]
This paper examines the role of exchange rate changes in the monetary policy for the Euro Area. Moreover, it compares different Taylor-type policy rules with respect to the numerical results as well as the impulse responses to exogenous shocks and the ...
Eschenhof, Sabine
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Monetary Convergence And Risk Premiums In The EU Candidate Countries [PDF]
This study examines the link between various monetary policy regimes and the ability to manage inflation and exchange rate risk premiums in the EU candidate countries as they undergo monetary convergence to the eurozone. The underlying hypothesis is that
Lucjan T Orlowski
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Openness, imperfect exchange rate pass-through and monetary policy [PDF]
This paper analyses the implications of imperfect exchange rate passthrough for optimal monetary policy in a linearised open-economy dynamic general equilibrium model calibrated to euro area data.
Frank Smets, Raf Wouters
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EMU and fiscal discipline: the end of the depreciation threat [PDF]
Are the characteristics of the exchange rate regime relevant for the degree of fiscal discipline? What are the conclusions for fiscal behavior in Europe after the transition to EMU?
Heinemann, Friedrich
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U.K. inflation targeting and the exchange rate [PDF]
The United Kingdom*s monetary policy strategy is one of floating exchange rates and inflation forecast targeting, with the targeted measure referring to consumer prices.
Amit Kara +2 more
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The role of monetary policy in managing the euro - dollar exchange rate [PDF]
The US Federal Reserve’s new relaxed monetary policy (the so-called quantitative easing) has triggered controversy among economists and policy makers about its effectiveness.
Mylonidis, Nikolaos, Stamopoulou, Ioanna
core +1 more source
A methodological comparative analysis of monetary policy and trade openness on economic growth in West Africa: Does language play a role? [PDF]
PLoS OneBoateng SA, Enimil B, Takyi-Danquah E.
europepmc +1 more source
Monetary Policy in East Asia: The Case of Singapore [PDF]
The Monetary Authority of Singapore conducts policy by adjusting the Singapore dollarfs effective exchange rate so as to achieve macroeconomic goals for the economyfs inflation rate and output gap.
Bennett T. McCallum
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Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
PLoS OnePing WY, Hu YW, Luo LQ.
europepmc +1 more source