Item description for Real Exchange Rate Movements: An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates (Contributions to Economics) by Sven-Morten Mentzel...
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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Est. Packaging Dimensions: Length: 9.13" Width: 6.06" Height: 0.39" Weight: 0.49 lbs.
Release Date Nov 13, 2000
Publisher Physica-Verlag Heidelberg
ISBN 3790810819 ISBN13 9783790810813
Availability 60 units. Availability accurate as of Oct 27, 2016 08:35.
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