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Real Exchange Rate Movements

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

Produktform: E-Buch Text Elektronisches Buch in proprietärem

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.weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Elektronisches Format: PDF

Sprache(n): Englisch

ISBN: 978-3-642-59017-7 / 978-3642590177 / 9783642590177

Verlag: Physica

Erscheinungsdatum: 06.12.2012

Seiten: 109

Autor(en): Sven-Morten Mentzel

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