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Real Exchange Rate Movements: An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates (Contributions to Economics) [Paperback]

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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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Item Specifications...


Pages   109
Est. Packaging Dimensions:   Length: 9.13" Width: 6.06" Height: 0.39"
Weight:   0.49 lbs.
Binding  Softcover
Release Date   Nov 13, 2000
Publisher   Physica-Verlag Heidelberg
ISBN  3790810819  
ISBN13  9783790810813  


Availability  60 units.
Availability accurate as of Feb 22, 2017 01:14.
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Product Categories

1Books > Subjects > Business & Investing > Economics > General
2Books > Subjects > Business & Investing > Economics > Economics
3Books > Subjects > Business & Investing > Economics > Public Finance
4Books > Subjects > Business & Investing > Finance > Foreign Exchange
5Books > Subjects > Business & Investing > General
6Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
7Books > Subjects > Science > Mathematics > Applied > General



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