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Information heterogeneity and the role of foreign exchange interventions
Carlos Montoro,
Marco Ortiz
Universidad del Pacífico
Department of Economics
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Working paper
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Keyphrases
Better Approximation
33%
Dispersed Information
33%
Dynamic Stochastic General Equilibrium
33%
Dynamic Stochastic General Equilibrium Model
33%
Empirical Moment
33%
Exchange Rate
33%
Foreign Exchange Intervention
100%
FX Intervention
33%
FX Markets
33%
Heterogeneous Expectations
33%
Information Heterogeneity
100%
Magnus Effect
33%
Shock
33%
Economics, Econometrics and Finance
Dynamic Stochastic General Equilibrium
100%