Romain Veyrune

International Monetary Fund (IMF) - African Department

1700 19th Street, NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

12

DOWNLOADS

1,585

TOTAL CITATIONS

4

Scholarly Papers (12)

1.

Dedollarization

IMF Working Paper No. 10/188
Number of pages: 51 Posted: 24 Aug 2010
Annamaria Kokenyne, Jeremy Ley and Romain Veyrune
International Monetary Fund (IMF), affiliation not provided to SSRN and International Monetary Fund (IMF) - African Department
Downloads 607 (91,116)
Citation 1

Abstract:

Loading...

Bank supervision, Disinflation, Dollarization, Economic stabilization, Exchange rate variability, Monetary policy

2.

Revised System for the Classification of Exchange Rate Arrangements

IMF Working Paper No. 09/211
Number of pages: 19 Posted: 13 Oct 2009
International Monetary Fund (IMF) - African Department, International Monetary Fund (IMF), affiliation not provided to SSRN and Independent
Downloads 216 (286,444)

Abstract:

Loading...

Cross country analysis, Currency boards, Currency pegs, Data collection, Data quality assessment framework, Exchange rate developments, Exchange rates, Floating exchange rates, Foreign exchange, Fund role, Publications, Transparency

3.

Fixed Exchange Rates and the Autonomy of Monetary Policy: The Franc Zone Case

IMF Working Paper No. 07/34
Number of pages: 25 Posted: 24 Apr 2007
Romain Veyrune
International Monetary Fund (IMF) - African Department
Downloads 212 (291,587)

Abstract:

Loading...

Exchange rate policy, Monetary unions, Currency boards, Monetary policy

4.

Relationship between Short-Term Interest Rates and Excess Reserves: A Logistic Approach

IMF Working Paper No. 18/80
Number of pages: 38 Posted: 22 May 2018
Romain Veyrune, Guido Della Valle and Shaoyu Guo
International Monetary Fund (IMF) - African Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 94 (561,451)

Abstract:

Loading...

Reserves, Central banking, Interest rates, Monetary policy, Central banking, operational frameworks, autonomous factors

5.

New Perspectives on Quantitative Easing and Central Bank Capital Policies

IMF Working Paper No. 2024/103
Number of pages: 27 Posted: 23 May 2024
International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - African Department and International Monetary Fund MCMMP
Downloads 71 (660,003)

Abstract:

Loading...

Monetary policy, quantitative easing, central bank remittances, forward guidance

6.

Euroization Drivers and Effective Policy Response: An Application to the Case of Albania

IMF Working Paper No. 18/21
Number of pages: 31 Posted: 08 Feb 2018 Last Revised: 18 Nov 2021
International Monetary Fund (IMF), Bank of Albania, International Monetary Fund (IMF) - African Department, International Monetary Fund and International Monetary Fund (IMF)
Downloads 70 (664,782)
Citation 1

Abstract:

Loading...

Dollarization, Europe, Financial stability, Albania, Central banks and their policies, euroization, and reserve requirement, reserve requirement

7.

Foreign Exchange Intervention Rules for Central Banks: A Risk-Based Framework

IMF Working Paper No. 2021/032
Number of pages: 34 Posted: 09 Mar 2021
Romain Lafarguette and Romain Veyrune
International Monetary Fund and International Monetary Fund (IMF) - African Department
Downloads 65 (690,197)

Abstract:

Loading...

8.

Liquidity Management Under Fixed Exchange Rate with Open Capital Account

IMF Working Paper No. 19/58
Number of pages: 58 Posted: 15 Apr 2019
Mariam El Hamiani Khatat and Romain Veyrune
International Monetary Fund (IMF) and International Monetary Fund (IMF) - African Department
Downloads 65 (690,197)
Citation 1

Abstract:

Loading...

Central banks, Central bank operations, Monetary policy operational framework, Central bank policy, Bank rates, Fixed exchange rate regime, price-specie flow mechanism, uncovered interest rate parity, offset coefficients, monetary operations, autonomous factors, money and foreign exchange markets, bank reserve, NFA, HKMA, fixed exchange rate, counterparties

9.

Autonomous Factor Forecast Quality: The Case of the Eurosystem

IMF Working Paper No. 19/296
Number of pages: 41 Posted: 23 Jan 2020
Romain Veyrune and Shaoyu Guo
International Monetary Fund (IMF) - African Department and International Monetary Fund (IMF)
Downloads 58 (729,007)

Abstract:

Loading...

Bank rates, Market interest rates, Central bank operations, Central bank policy, Open market operations, central banking, operational frameworks, autonomous factors, forecasting, evaluation., WP, forecast error, maintenance period, excess reserve, Eurosystem, AFF

10.

Modeling the Reserve Demand to Facilitate Central Bank Operations

IMF Working Paper No. 2023/179
Number of pages: 48 Posted: 11 Sep 2023
Zhuohui Chen, Nikolaos Kourentzes and Romain Veyrune
International Monetary Fund (IMF), University of Skovde and International Monetary Fund (IMF) - African Department
Downloads 49 (785,934)
Citation 1

Abstract:

Loading...

Reserve demand, scenario analysis, short-term interest rate, sigmoid

11.

The Effective Lower Bound for the Policy Rate in Euroized Economies - An Application to the Case of Albania

IMF Working Paper No. 18/55
Number of pages: 29 Posted: 05 Apr 2018
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - African Department, University of North Carolina (UNC) at Chapel Hill and International Monetary Fund (IMF)
Downloads 43 (829,286)

Abstract:

Loading...

Monetary policy, Europe, Albania, interest rate lower bound, euroization, Monetary Policy (Targets, Instruments, and Effects), Albania

12.

Estimation and Determinants of Cost Efficiency: Evidence from Central Bank Operational Expenses

IMF Working Paper No. 2023/195
Number of pages: 31 Posted: 28 Nov 2023
Romain Veyrune and Solo Zerbo
International Monetary Fund (IMF) - African Department and International Monetary Fund (IMF)
Downloads 35 (894,904)

Abstract:

Loading...

operational efficiency, stochastic frontier analysis, operating independence, trade, financial depth, efficiency level, central bank efficiency, cost efficiency, efficiency estimate, operation function, Central bank mandate, Central bank autonomy, Price stabilization, Income, Emerging and frontier financial markets