How does Monetary Policy Respond to Exchange Rate Movements? New International Evidence

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2014
Volume: 76
Issue: 2
Pages: 208-232

Authors (2)

Hilde C. Bjørnland (BI Handelshøyskolen) Jørn I. Halvorsen (not in RePEc)

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

type="main" xml:lang="en"> <title type="main">Abstract</title> <p>This article analyzes how monetary policy has responded to exchange rate movements in six open economies, paying particular attention to the two-way interaction between monetary policy and the exchange rate. We address this issue using a structural VAR model that is identified using a combination of sign and short-term (zero) restrictions. Doing so we find that, while there is a instantaneous reaction in the exchange rate following a monetary policy shock in all countries, monetary policy responds significantly on impact to an exchange rate shock in only four of the six countries.

Technical Details

RePEc Handle
repec:bla:obuest:v:76:y:2014:i:2:p:208-232
Journal Field
General
Author Count
2
Added to Database
2026-01-24