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Real Exchange Rate Movements

Real Exchange Rate Movements

von Sven-Morten Mentzel
Softcover - 9783790810813
53,49 €
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Beschreibung

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.

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

Details

Verlag Physica
Ersterscheinung 15. Januar 1998
Maße 23.5 cm x 15.5 cm
Gewicht 195 Gramm
Format Softcover
ISBN-13 9783790810813
Seiten 109

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