Alternate identifier:
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Related identifier:
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Creator/Author:
Heidland, Tobias https://orcid.org/0000-0001-9646-1132 [Heidland, Tobias]

Menkhoff, Lukas https://orcid.org/0000-0001-6735-9534 [Menkhoff, Lukas]

Sarno, Lucio https://orcid.org/0000-0003-1279-9748 [Sarno, Lucio]

Schmeling, Maik https://orcid.org/0000-0002-4488-6750 [Schmeling, Maik]

Fratzscher, Marcel https://orcid.org/0000-0001-6592-6646 [Fratzscher, Marcel]
Contributors:
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Title:
Foreign Exchange Intervention: A New Database
Additional titles:
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Description:
(Abstract) We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. This new dataset allows us to document stylized facts about the use of foreign exchange interventions for countries that neither publish their data nor make them available to researchers. Moreover, we provide evidence on how foreign exchange interventions are used in conjunction with capital controls and macroprudential policy.
Keywords:
foreign exchange intervention
FX
Related information:
This is the data that accompanies the article "Foreign Exchange Intervention: A New Database" in the IMF Economic Review.
Language:
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Publishers:
Tobias Heidland
Production year:
Subject areas:
Economics
Resource type:
Dataset
Data source:
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Software used:
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Data processing:
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Publication year:
Rights holders:
Fratzscher, Heidland, Menkhoff, Sarno, Schmeling
Funding:
Deutsche Forschungsgemeinschaft - (ME 1070/12.)
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Status:
Published
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479e45c07cfd3d4e6c161601f3d27cb5
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Archiving date:
2022-10-21
Archive size:
4.7 MB
Archive creator:
479e45c07cfd3d4e6c161601f3d27cb5
Archive checksum:
da0f4e95db52444bbd4985240158c186 (MD5)
Embargo period:
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