Blar i Centre for Applied Macro- and Petroleum economics (CAMP) på forfatter "Alstadheim, Ragna"
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Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation
Alstadheim, Ragna; Bjørnland, Hilde C.; Maih, Junior (CAMP Working Paper Series;9/2013, Working paper, 2013)Do central banks respond to exchange rate movements? According to Lubik and Schorfheide (2007) who estimate structural general equilibrium models with monetary policy rules, the answer is "Yes, some do". However, their ... -
Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers
Alstadheim, Ragna; Bjørnland, Hilde C.; Maih, Junior (CAMP Working Paper Series;12/2020, Working paper, 2021-01-25)We analyse whether central banks in small open commodity exporting and importing countries respond to exchange rate movements, taking into consideration that there may be structural changes in parameters and volatility ...