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Intervention and sterilisation under floating exchange rates: The UK 1973–1983
16 references·7 citing·41 second hop
Intervention and sterilisation under floating exchange rates: The UK 1973–1983 (1986)Intervention and sterilisation under floa…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)MONETARY AND PORTFOLIO-BALANC…Relationships among exchange rates, intervention, and interest rates: An empirical investigation (1984)Relationships among exchange …On the effects of sterilized intervention (1984)On the effects of sterilized …Two-step two-stage least squares estimation in models with rational expectations (1983)Two-step two-stage least squa…Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982)Fluctuations in the dollar: A…Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-1981 (1982)Exchange Rates, Inflation and…A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis (1981)A Note on Exchange-Rate Expec…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination (1980)Fluctuations in the Dollar: A…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Exchange rates in the short run (1977)Exchange rates in the short r…Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure (1976)Rational Expectations and the…Flexible Exchange Rates in the Short Run (1976)Flexible Exchange Rates in th…National Monetary Policies and the International Financial System (1975)National Monetary Policies an…International Capital Flows and Portfolio Equilibrium (1974)International Capital Flows a…Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals (2019)Understanding the dynamics of…FACTOR MODELS AND TIME‐VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY (2017)FACTOR MODELS AND TIME‐VARYIN…A unifying framework for analysing offsetting capital flows and sterilization: Germany and the ERM (2002)A unifying framework for anal…Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention? 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this work references cited by second hop

References

  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
  • 1974International Capital Flows and Portfolio Equilibrium327 cited
  • 1983Two-step two-stage least squares estimation in models with rational expectations274 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination269 cited
  • 1982Fluctuations in the dollar: A model of nominal and real exchange rate determination258 cited
  • 1976Flexible Exchange Rates in the Short Run247 cited
  • 1977Exchange rates in the short run217 cited
  • 1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis199 cited
  • 1975National Monetary Policies and the International Financial System183 cited
  • 1984On the effects of sterilized intervention165 cited
  • 1976Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure

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135 cited
  • 1982Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-198198 cited
  • 1984Relationships among exchange rates, intervention, and interest rates: An empirical investigation97 cited
  • Cited by

    • 2000Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention?51 cited
    • 2002A unifying framework for analysing offsetting capital flows and sterilization: Germany and the ERM35 cited
    • 2019Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals28 cited
    • 1991Empirical evidence on foreign exchange market intervention: Where do we stand?27 cited
    • 1994RDP 9406: Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability27 cited
    • 1991Central-Bank Intervention: Recent Literature, Continuing Controversy23 cited
    • 2017FACTOR MODELS AND TIME‐VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY12 cited