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Appendix A: Data Description and Sources

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
RDP 2005-02: The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data Appendix A: Data Description and Sources. Jonathan Kearns and Phil Manners. April 2005. Download the Paper 158. KB. Table A1: Data. Australia. Canada. NZ.
https://www.rba.gov.au/publications/rdp/2005/2005-02/appendix-a.html

Conclusions

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
RDP 2005-02: The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data 4. Conclusions. Jonathan Kearns and Phil Manners. April 2005. Download the Paper 158. KB. In this paper we use an event study to isolate the impact of
https://www.rba.gov.au/publications/rdp/2005/2005-02/conclusions.html

References

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
RDP 2005-02: The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data References. Jonathan Kearns and Phil Manners. April 2005. Download the Paper 158. KB. Andersen T, T Bollerslev, F Diebold and C Vega (2003), ‘Micro
https://www.rba.gov.au/publications/rdp/2005/2005-02/references.html

Introduction

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
RDP 2005-02: The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data 1. Introduction. Jonathan Kearns and Phil Manners. April 2005. Download the Paper 158. KB. Recent studies have had some success in identifying the response
https://www.rba.gov.au/publications/rdp/2005/2005-02/introduction.html

The Estimation Framework

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
RDP 2005-02: The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data 2. The Estimation Framework. Jonathan Kearns and Phil Manners. April 2005. Download the Paper 158. KB. 2.1 Event Study Methodology. We use an event study
https://www.rba.gov.au/publications/rdp/2005/2005-02/estimation-framework.html

Results

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
RDP 2005-02: The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data 3. Results. Jonathan Kearns and Phil Manners. April 2005. Download the Paper 158. KB. 3.1 The Impact of Monetary Policy Shocks. To quantify the impact of
https://www.rba.gov.au/publications/rdp/2005/2005-02/results.html

The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data

1 Apr 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
Research Discussion Paper – RDP 2005-02 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data. Jonathan Kearns and Phil Manners. April 2005. 158. KB. The authors are grateful to participants of a seminar at the Reserve
https://www.rba.gov.au/publications/rdp/2005/2005-02/

The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data

1 Apr 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-02.html