A structural threshold model of the exchange rate under optimal intervention

B-Tier
Journal: Journal of International Money and Finance
Year: 2011
Volume: 30
Issue: 6
Pages: 931-946

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

By considering a social trade-off between targeting the exchange rate and minimizing intervention costs, nonlinear exchange rate dynamics can be captured by a structural threshold model. This article provides a theory-based empirical exchange rate model and shows how to put the model into an empirical investigation. To estimate the structural threshold model, we propose a two-step procedure which separately estimates the permanent and temporary fundamentals of the foreign exchange market. A demonstration of our approach is applied to 1981Q3-2008Q3 Taiwan's foreign exchange market, with a brief review of its monetary policies and central bank given prior. Estimation results are consistent with theoretical predictions and many intervention operations of Taiwan's central bank are successfully identified.

Technical Details

RePEc Handle
repec:eee:jimfin:v:30:y:2011:i:6:p:931-946
Journal Field
International
Author Count
2
Added to Database
2026-01-25