The efficacy of foreign exchange intervention to international macroeconomic shocks: Evidence from Asian central banks

外汇干预对国际宏观经济冲击的有效性：来自亚洲央行的证据

• 批准号: 23730282
• 负责人: KUBO Akihiro
• 金额: $ 1.66万
• 依托单位: University of Toyama (2012-2013)Osaka City University (2011)
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Young Scientists (B)
• 财政年份: 2011
• 资助国家: 日本
• 起止时间: 2011 至 2013
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23730282/
• 关键词: オープンマクロ経済学; 金融政策; 為替介入; グローバルショック; 多国籍

In this project, I examined the effect of foreign exchange intervention, then finding that although intervention was supplement for monetary policy, it was difficult to be fully felt on the economy. In addition, I investigated the macroeconomic impact of exchange rate shocks on monetary policy. I found that almost all monetary authorities showed little evidence of responses for large depreciation, although they experienced economic revival later.

在这个项目中，我考察了外汇干预的效果，然后发现，尽管干预是对货币政策的补充，但很难完全感受到经济。此外，我还考察了汇率冲击对货币政策的宏观经济影响。我发现，几乎所有货币当局都没有表现出对大幅贬值做出反应的证据，尽管他们后来经历了经济复苏。

项目成果

Monetary policy and foreign exchange intervention in a small open inflation-targeting countryMonetary policy and foreign exchange intervention in a small open inflation-targeting country

开放型通胀目标制小国的货币政策和外汇干预 开放型通胀目标制小国的货币政策和外汇干预

• 发表时间: 2012
• 作者: Masaya Yasuoka;久保彰宏
• 通讯作者: 久保彰宏

Exchange rate dynamics and the effects of foreign exchange intervention in a small open semi-structural model: Evidence from Thailand

小型开放半结构模型中的汇率动态和外汇干预的影响：来自泰国的证据

• 发表时间: 2011
• 作者: 林田 実;安岡 匡也;安岡 匡也;久保彰宏
• 通讯作者: 久保彰宏

Monetary Policy and Foreign Exchange Intervention in a Small Open Inflation-Targeting Country

开放通胀目标制小国的货币政策和外汇干预

• 作者: 林田 実;安岡 匡也;安岡 匡也;久保彰宏;Katsuyoshi Nakazawa;安岡 匡也;久保彰宏
• 通讯作者: 久保彰宏

The US tech pulse, stock prices, and exchange rate dynamics: Evidence from Asian developing countries

美国科技脉搏、股价和汇率动态：来自亚洲发展中国家的证据

• DOI: 10.1016/j.asieco.2012.06.007
• 发表时间: 2012
• 期刊: Journal of Asian Economics
• 影响因子: 3.2
• 作者: 奥平寛子;滝澤美帆;大竹文雄;鶴光太郎;Sadayuki Takii;Akihiro Kubo
• 通讯作者: Akihiro Kubo

How did central banks react to the global financial crisis?

各国央行如何应对全球金融危机？

• 发表时间: 2013
• 作者: 久米功一;大竹文雄;奥平寛子;鶴光太郎;久保彰宏
• 通讯作者: 久保彰宏