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Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?. (2018). GUPTA, RANGAN ; Caraiani, Petre.
In: Working Papers.
RePEc:pre:wpaper:201883.

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  1. Alstadheim, R., Bjornland, H. C., Maih, J., Dec. 2013. Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation. Working papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

  2. Aussem, A., Campbell, J., Murtagh, F., 1998. Wavelet-based feature extaction and decomposition strategies for financial forecasting. Journal of Compuational Intelligence in Finance 6, 5–12.
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  3. Balke, N., Ma, J., Wohar, M. E., 2013. The Contribution of Economic Fundamentals to Move- ments in Exchange Rates. Journal of International Economics 90 (1), 1–16.

  4. Bjornland, H. C., Halvorsen, J. I., 2014. How does Monetary Policy Respond to Exchange Rate Movements? New International Evidence. Oxford Bulletin of Economics and Statistics 76 (2), 208–232.

  5. Caraiani, P., 2015. Estimating DSGE models across time and frequency. Journal of Macroeconomics 44 (C), 33–49.

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  7. Chen, X., Macdonald, R., 2012. Realized and Optimal Monetary Policy Rules in an Estimated Markov Switching DSGE Model of the United Kingdom. Journal of Money, Credit and Banking 44 (6), 1091–1116.

  8. Dong, W., 2013. Do central banks respond to exchange rate movements? Some new evidence from structural estimation. Canadian Journal of Economics 46 (2), 555–586.

  9. Gali, J., Monacelli, T., 2005. Monetary Policy and Exchange Rate Volatility in a Small Open Economy. Review of Economic Studies 72 (3), 707–734.

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  11. Lubik, T. A., Schorfheide, F., 2007. Do central banks respond to exchange rate movements? A structural investigation. Journal of Monetary Economics 54 (4), 1069–1087.

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  13. Rapach, D. E., Wohar, M. E., 2002. Testing the monetary model of exchange rate determination: new evidence from a century of data. Journal of International Economics 58 (2), 359–385.

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  15. Taylor, J. B., December 1993. Discretion versus policy rules in practice. CarnegieRochester Conference Series on Public Policy 39 (1), 195–214.

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  17. Zheng, G., Starck, J.-L., Campbell, J., Murtagh, F., 1999. The wavelet transform for filtering financial data streams. Journal of Computational Intelligence in Finance 7, 18–35.
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  2. Does monetary policy react asymmetrically to exchange rate misalignments? Evidence for South Africa. (2020). Proaño, Christian ; Mateane, Lebogang ; Proao, Christian R.
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  3. Is the response of the bank of England to exchange rate movements frequency-dependent?. (2020). GUPTA, RANGAN ; Caraiani, Petre.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344.

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  7. The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model. (2018). Kempa, Bernd ; Dybowski, Philipp T ; Hanisch, Max.
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  8. Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada. (2018). Sekkel, Rodrigo ; Champagne, Julien.
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  9. Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?. (2018). GUPTA, RANGAN ; Caraiani, Petre.
    In: Working Papers.
    RePEc:pre:wpaper:201883.

    Full description at Econpapers || Download paper

  10. The Response of G7 Real Exchange Rates to Oil Price Shocks. (2018). Al Rasasi, Moayad.
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  12. A new particle filtering approach to estimate stochastic volatility models with Markov-switching. (2018). Karamé, Frédéric ; Karame, Frederic.
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  13. Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-Sánchez, Sebastián ; Sanchez, Sebastian Cadavid.
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  14. Targeting Long-term Rates in a Model with Financial Frictions and Regime Switching. (2018). Cadavid-Sanchez, Sebastian ; Rodriguez, Gerardo Kattan ; Bolaos, Alberto Ortiz.
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  15. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model. (2017). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  16. Changes in nominal rigidities in Poland - a regime switching DSGE perspective. (2016). Kuchta, Zbigniew ; Baranowski, Pawel.
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  17. Changes in nominal rigidities in Poland – a regime switching DSGE perspective. (2016). Kuchta, Zbigniew ; Baranowski, Pawel.
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  18. Government spending multipliers and the zero lower bound. (2016). Xiao, Wei ; Ji, Yangyang.
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  19. Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Maih, Junior ; Binning, Andrew.
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  20. Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?. (2016). Maih, Junior ; Binning, Andrew.
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  21. On the stability of Calvo-style price-setting behavior. (2015). Lhuissier, Stéphane ; Zabelina, Margarita .
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  22. Changes in nominal rigidities in Poland – a regime switching DSGE perspective. (2015). Kuchta, Zbigniew ; Baranowski, Pawel.
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