• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • (CANCELED) Econometrics and Data Science Methods
      • Networks in Micro- and Macroeconomics
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
  • Alumni
  • Times

05-103/4 - The Impact of Central Bank FX Interventions on Currency Components

  • Authors
    Michel Beine, University of Luxemburg, and Free University of Brussels; Charles S. Bos, Vrije Universiteit Amsterdam; Sebastian Laurent, University of Namur, and CORE
  • Publication date
    November 10, 2005
  • Keywords
    Central banks; interventions; exchange rates; stochastic volatility; state space
  • JEL
    C11; C32; E58; F31
Download here