 | Exchange-Rate Swings and Foreign Currency Intervention Author/Editor: Andrew Filardo, R G Gelos, Thomas McGregor. Release Date:July, 2022 This paper develops a new approach for exploring the effectiveness of foreign currency intervention, focusing on real exchange cycles. Using band spectrum regression methods, it examines the role of more...
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| Financial Crisis, US Unconventional Monetary Policy and International Spillovers Author/Editor: Qianying Chen, Andrew Filardo, Dong He, Feng Zhu. Release Date:April, 2015 We study the impact of the US quantitative easing (QE) on both the emerging and advanced economies, estimating a global vector error-correction model (GVECM) and conducting counterfactual analyses. more...
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