Erschienen: 15.01.1998 Abbildung von Mentzel | Real Exchange Rate Movements | 1998 | An Econometric Investigation i...

Mentzel

Real Exchange Rate Movements

An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates

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1998. Buch. x, 109 S. 43 s/w-Tabelle, Bibliographien. Softcover

Physica. ISBN 978-3-7908-1081-3

Format (B x L): 15,5 x 23,5 cm

Gewicht: 410 g

In englischer Sprache

Das Werk ist Teil der Reihe: Contributions to Economics

Produktbeschreibung

One aim of this book is to examine the causes of fluctuations in the mark/dollar, pound/dollar, and yen/dollar real exchange rates for the period 1972-1994 with quarterly data to determine appropriate policy recommendations to reduce these movements. A second aim is to investigate whether the three real exchange rates are covariance-stationary or not and to which extent they are covariance-stationary, respectively. These aims are reached by using a two-country overshooting model for real exchange rates with real government expenditure and by applying Johansen's maximum likelihood cointegration procedure and a factor model of Gonzalo and Granger to this model.

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