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


Real Exchange Rate Movements

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

lieferbar ca. 10 Tage als Sonderdruck ohne Rückgaberecht

Buch. Softcover


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

In englischer Sprache

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

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

Gewicht: 410 g

Das Werk ist Teil der Reihe: Contributions to Economics


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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