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This study develops a heterogeneous agent model comprising fundamentalists, chartists, carry traders, and stabilizers to determine the RMB exchange rate.
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In December 1983, the Australian Labor government led by Prime Minister Bob Hawke and Treasurer Paul Keating floated the dollar, with the exchange rate reflecting the balance of payments as well as supply and demand on international money markets.
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Exchange rate stability and expectation management under heterogeneous expectations
Downloadable (with restrictions)! This study develops a heterogeneous agent model comprising fundamentalists, chartists, carry traders, and stabilizers to determine the RMB exchange rate. The stabilizers act as agents of the central bank and relevant government agencies to manage expectations when the exchange rate appreciates or depreciates excessively. Using the unscented Kalman filter method, our study finds that the principal parameters of the heterogeneous agent model are statistically and economically significant, and the heterogeneous agent model can adequately characterize the main features of expectation management. Furthermore, the stabilizers can significantly reduce excess volatility and promote market exchange rates to their fundamental values. Additionally, the timing of the stabilizers' actions is consistent with that of the central bank's implementation of expectation management.
(PDF) Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911
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This paper makes that attempt by developing behavioural models of the Australian real exchange rate and the long bond yield which explicitly incorporate some forward-looking behaviour.
Working Paper Series No. 2012/ 23
The first series of the issues was for a total of $375 million at the official exchange rate (250, bonds, Bs1920/$, at Bs2,880,000 each).
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For example, when sending money, you may need to pay an additional fee to the bank on top of the exchange rate. When receiving, you will receive the amount after deducting the fee from the exchange rate.
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The three exchange rate regimes adopted by Italy from 1883 up to the eve of World War Ithe gold standard (1883-1893), floating rates (1894-1902), and "gold shadowing" (1903-1911)-produced a puzzling result: formal adherence to the gold.
Working Paper Series No. 2012/ 23
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