Real Exchange Rate Movements

Name: Real Exchange Rate Movements
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783790810813
Price: 276.84 RON
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An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates

Autor: Sven-Morten Mentzel

Limbă:

Legare: Carte broșată

Editura: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Disponibilitate: În depozitul extern

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One aim of this book is to examine the causes of fluctuations in the mark/dollar, pound/dollar, and...

Informații despre carte

Autor

Sven-Morten Mentzel

Limbă

germană

Legare

Carte - Carte broșată

Publicat

1998

Pagini

109

EAN

9783790810813

ISBN

3790810819

Enbook ID

07008782

Editura

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Greutate

410

Dimensiuni

155 x 235 x 7

Descriere completă

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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Real Exchange Rate Movements

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

Informații despre carte

Descriere completă

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