Occasional Interventions to Target Rates.

S-Tier
Journal: American Economic Review
Year: 1995
Volume: 85
Issue: 4
Pages: 691-715

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

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

Abstract

This paper develops a model of central-bank intervention based upon a policy characteristic of foreign-exchange interventions by the United States, Germany, and Japan in the late 1980s and evaluates it empirically. Central bankers intervene with greater intensity as rates deviate from target levels but they also try to stabilize rates around current levels. The model is estimated using exchange rates and data based upon observed central-bank interventions. Interestingly, the estimates of the model are consistent with the predictions of the theoretical model for both the deutsche-mark/dollar rate and, less strongly, for the yen/dollar rate. Copyright 1995 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:85:y:1995:i:4:p:691-715
Journal Field
General
Author Count
1
Added to Database
2026-01-25