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A Quantitative Model for the Integrated Policy Framework. (2020). Zabczyk, Pawel ; Lindé, Jesper ; Erceg, Christopher ; Adrian, Tobias ; Zhou, Jianping.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:15065.

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  2. Systematic Foreign Exchange Intervention and Macroeconomic Stability: A Bayesian DSGE Approach. (2024). Katagiri, Mitsuru.
    In: International Journal of Central Banking.
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  3. Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU.
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  4. The external financial spillovers of CBDCs. (2024). Landi, Valerio Nispi ; Moro, Alessandro.
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  5. Unintended Consequences of U.S. Monetary Policy Shocks: Dutch Disease and Capital Flow Measures in Emerging Markets and Developing Economies. (2023). Yepez, Juan F.
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  6. Countering Appreciation Pressure with Unconventional Monetary Policy: The Role of Financial Frictions. (2023). Leutert, Jessica ; Aregger, Nicole.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2023:q:4:a:7.

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  7. Addressing Spillovers from Prolonged U.S. Monetary Policy Easing. (2023). Sahay, Ratna ; Rawat, Umang ; Narita, Machiko ; Cecchetti, Stephen G.
    In: Journal of Financial Stability.
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  8. Policy packages and policy space: Lessons from COVID-19?. (2023). Forbes, Kristin ; Bergant, Katharina.
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  9. Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus.
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  10. Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies. (2022). Norring, Anni.
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  11. Macroeconomic Effects of COVID-19 in a Commodity-Exporting Economy: Evidence from Mongolia. (2022). Doojav, Gan-Ochir.
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  12. The Mundellian Trilemma and Optimal Monetary Policy in a World of High Capital Mobility. (2022). Guender, Alfred V ; Froyen, Richard T.
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  13. FISCAL POLICY STANCE, CENTRAL BANK DIGITAL CURRENCY, AND THE OPTIMAL MONETARY-MACROPRUDENTIAL POLICY MIX. (2022). Juhro, Solikin ; Fikry, Mohammad Aly ; Wijoseno, Atet Rizki ; Lie, Denny.
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  14. Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina.
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  15. Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina.
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  16. Emerging markets: Prospects and challenges. (2022). Nandwa, Boaz ; Medina, Leandro ; Klyuev, Vladimir ; Gudmundsson, Tryggvi ; Yang, DI ; Schiffrer, Francisco ; Plotnikov, Dmitry.
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  17. Rounding the corners of the trilemma: A simple framework. (2022). Jeanne, Olivier.
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  18. Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna.
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  19. Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database. (2022). Ordal, Hailey ; Das, Mitali.
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  20. Revisiting Thailand’s Monetary Policy Model for an Integrated Policy Analysis. (2021). Nookhwun, Nuwat ; Hiruntiaranakul, Savaphol ; Apaitan, Tosapol ; Amatyakul, Pongpitch.
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  21. Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
  22. Capital Flows at Risk: Taming the Ebbs and Flows. (2021). Sgherri, Silvia ; Sahay, Ratna ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin.
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  25. Unintended Consequences of Foreign Exchange Reserve Movements? Financial Dollarization in Emerging Market Economies. (2020). Svirydzenka, Katsiaryna ; Zhang, Zhongxia.
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  36. i.e. the domestic producer price index will be a weighted average of a Dixit and Stiglitz (1977) price index and a linear one. Furthermore, we show that demand for individual variety f equals26 YD,t (f) = (1 + ψ)         PD,t (f) R 1 0 P − 1+ψ+ψθp θp D,t (f) df !− θp 1+ψ+ψθp         − (1+θp)(1+ψ) θp + ψ YD,t. (45) We also assume a representative aggregator in the foreign economy who combines the differentiated home products Xt (f) into a single index for foreign imports M∗ t which are sold at price P∗ M,t.
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  37. Importantly, the specification nests the popular Dixit and Stiglitz (1977) case when ψ = 0.
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  47. Step by step derivations of all these equations and their linearization – yielding the conditions discussed in Section 2 and used in the simulations – can be found in a companion document Adrian et al. (2020). A.1 Households and Wage Setting The utility functional for a member of household h is, Et ∞ X j=0 βj ςt+j      C̃t+j (h) − κC̃t+j−1 − C̃νt+j 1− 1 σ 1 − 1 σ − χ0 N1+χ t+j (h) 1 + χ + 0F
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  50. This simplifies to the familiar Dixit and Stiglitz (1977) relative demand equation when ψ = 0, i.e. we then have, YD,t (f) = PD,t (f) PD,t − (1+θp) θp YD,t. In addition, the fact that PD,tYD,t = Z 1 YD,t (f) PD,t (f) df clarifies why PD,t, defined in Equation 44 above, can be interpreted as the “price” of the aggregate production bundle. with the rate of return on capital RK,t linked to wages Wt via, RK,t = α 1 − α Wt Lt K . A.2.3 Optimal Price Setting Intermediate goods’ producing firms set home and foreign prices in Calvo-style staggered contracts.
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  53. Vegh, C. A. and G. Vuletin (2013): “Overcoming the Fear of Free Falling: Monetary Policy Graduation in Emerging Markets,” in The Role of Central Banks in Financial Stability How Has It Changed?, ed. by D. D. Evanoff, C. Holthausen, G. G. Kaufman, and M. Kremer, World Scientific Publishing Co. Pte. Ltd., World Scientific Book Chapters, chap. 6, 105–129.

  54. Yun, T., J. D. Lopez-Salido, and A. Levin (2007): “Strategic Complementarities and Optimal Monetary Policy,” 2007 Meeting Papers 1016, Society for Economic Dynamics. Technical Appendix A The Model Environment This Appendix provides more details on the full non-linear model at the heart of our analysis. We focus on the key optimization problems and the resulting optimality and market clearing conditions.

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    RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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  23. Revisiting Exchange Rate Rules. (2020). Dominguez, Kathryn.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:68:y:2020:i:3:d:10.1057_s41308-020-00120-6.

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  24. Foreign Exchange Intervention and Financial Stability. (2020). Pereira da Silva, Luiz Awazu ; Jackson, Timothy P ; Agenor, Pierre-Richard.
    In: Working Papers.
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  25. Destabilizing Stability? Exchange Rate Arrangements and Foreign Currency Debt. (2020). Gudmundsson, Tryggvi ; Csonto, Balazs.
    In: IMF Working Papers.
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  26. Monetary Policy Transmission in Emerging Markets and Developing Economies. (2020). Brandao Marques, Luis ; Gelos, R. Gaston ; Xue, YI ; Sahay, Ratna ; Harjes, Thomas ; Brandao-Marques, Luis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/035.

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  27. Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention. (2020). Naef, Alain.
    In: Working Papers.
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  28. Foreign Exchange Intervention: A New Database. (2020). Menkhoff, Lukas ; Fratzscher, Marcel ; Schmeling, Maik ; Sarno, Lucio ; Heidland, Tobias.
    In: Discussion Papers of DIW Berlin.
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  29. The Effectiveness of FX Interventions: A Meta-Analysis. (2020). Villamizar-Villegas, mauricio ; Rodriguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1895.

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  30. The Dynamic Impact of FX Interventions on Financial Markets. (2020). Rieth, Malte ; Menkhoff, Lukas ; Stohr, Tobias.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1854.

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  31. Global Financial Cycle and Liquidity Management. (2020). Jeanne, Olivier ; Sandri, Damiano.
    In: CEPR Discussion Papers.
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  32. A Quantitative Model for the Integrated Policy Framework. (2020). Zabczyk, Pawel ; Lindé, Jesper ; Erceg, Christopher ; Adrian, Tobias ; Zhou, Jianping.
    In: CEPR Discussion Papers.
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  33. The Short-Run Impact of SNB Sight Deposits on Exchange Rates: Results from Weekly Data 2015 - 2018. (2020). Kugler, Peter.
    In: Working papers.
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  34. The Renminbi as a Trading Currency: Evidence from Selected Countries Participating in the Belt and Road Initiative. (2020). Li, Yingting ; Gao, Haihong .
    In: China & World Economy.
    RePEc:bla:chinae:v:28:y:2020:i:5:p:45-63.

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  35. Foreign exchange intervention and financial stability. (2020). Pereira da Silva, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard.
    In: BIS Working Papers.
    RePEc:bis:biswps:889.

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  36. DETERMINANTS OF FOREIGN EXCHANGE RESERVES IN SERBIA AND NORTH MACEDONIA. (2020). Bošnjak, Mile ; Kordi, Gordana ; Bilas, Vlatka ; Bonjak, Mile.
    In: Economic Annals.
    RePEc:beo:journl:v:65:y:2020:i:226:p:103-120.

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  37. The Effectiveness of FX Interventions: A Meta-Analysis. (2020). Villamizar-Villegas, mauricio ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1132.

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  38. Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame.
    In: Discussion Papers.
    RePEc:bca:bocadp:20-16.

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  39. The dynamic impact of FX interventions on financial markets. (2019). Menkhoff, Lukas ; Stohr, Tobias ; Rieth, Malte.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
    RePEc:zbw:vfsc19:203504.

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  40. Inflation and Exchange Rate Targeting Challenges Under Fiscal Dominance. (2019). Jinjarak, Yothin ; Aizenman, Joshua ; Ahmed, Rashad.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25996.

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  41. Systematic Managed Floating. (2019). Frankel, Jeffrey.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:2:d:10.1007_s11079-019-09528-8.

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  42. Capital Flows at Risk: Taming the Ebbs and Flows. (2019). Gornicka, Lucyna ; Gelos, R. Gaston ; Sgherri, Silvia ; Sahay, Ratna ; Koepke, Robin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/279.

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  43. Establishing viable capital markets. (2019). Bank for International Settlements, .
    In: CGFS Papers.
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  44. Managing Capital Outflows with Limited Reserves. (2018). Ostry, Jonathan ; Winant, Pablo E ; Ghosh, Atish R ; Basu, Suman S.
    In: IMF Economic Review.
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  45. Taming the Tide of Capital Flows: A Policy Guide. (2018). Ghosh, Atish R ; Qureshi, Mahvash S ; Ostry, Jonathan D.
    In: MIT Press Books.
    RePEc:mtp:titles:0262037165.

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  46. Precaution Versus Mercantilism: Reserve Accumulation, Capital Controls, and the Real Exchange Rate. (2018). Taylor, Alan ; Choi, Woo Jin.
    In: GRU Working Paper Series.
    RePEc:cth:wpaper:gru_2018_003.

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  47. The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Saborowski, Christian ; Nedeljkovic, Milan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7127.

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  48. Reserve Accumulation and Bank Lending: Evidence from Korea. (2018). Yun, Youngjin.
    In: Working Papers.
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  49. The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate. (2018). Caspi, Itamar ; Ribon, Sigal ; Friedman, Amit.
    In: Bank of Israel Working Papers.
    RePEc:boi:wpaper:2018.04.

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  50. A MODEL OF INFLATION TRANSMISSION IN AN EXCHANGE RATE TARGET ZONE. (2018). Chua, Kevin C.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:70:y:2018:i:3:p:285-297.

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  51. Did the Exchange Rate Floor Prevent Deflation in the Czech Republic?. (2017). Caselli, Francesca.
    In: Review of Economics and Institutions.
    RePEc:pia:review:v:8:y:2017:i:2:n:1.

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  52. La macroeconomía de la flotación sucia en una economía primario exportadora: el caso del Perú. (2017). Mendoza, Waldo.
    In: Revista Economía.
    RePEc:pcp:pucrev:y:2017:i:79:p:105-132.

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  53. Systematic Managed Floating. (2017). Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23663.

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  54. Unconventional Monetary and Exchange Rate Policies. (2017). Saborowski, Christian ; Sapriza, Horacio ; Gagnon, Joseph ; Bayoumi, Tamim ; Londono, Juan M.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1194.

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  55. Rebound Effects of Exchange Rate and Central Bank Interventions in Selected ECOWAS Countries. (2017). Akinkunmi, Mustapha A.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-63.

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  56. Systematic Managed Floating. (2017). Frankel, Jeffrey.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp17-025.

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  57. Why the Bank of Israel Intervenes in the Foreign Exchange Market, and What Happens to the Exchange Rate. (2017). Ribon, Sigal.
    In: Bank of Israel Working Papers.
    RePEc:boi:wpaper:2017.04.

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  58. Managing Capital Outflows: The Role of Foreign Exchange Intervention. (2016). Ostry, Jonathan ; Ghosh, Atish ; Winant, Pablo ; Basu, Suman .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:756.

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  59. Asean-5 Cluster Report; Evolution of Monetary Policy Frameworks. (2016). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2016/176.

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  60. Unveiling the Effects of Foreign Exchange Intervention; A Panel Approach. (2015). Mano, Rui ; Lisack, Noëmie ; Adler, Gustavo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/130.

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  61. When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries. (2015). Stöhr, Tobias ; Sarno, Lucio ; Menkhoff, Lukas ; Fratzscher, Marcel ; Stohr, Tobias ; Goede, Oliver .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1518.

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