This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9781441951137.

Bestandsnummer des Verk�ufers 3709082

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Bibliografische Details

Titel

Exchange Rate Modelling (Advanced Studies in Theoretical and Applied Econometrics, 37)

Verlag

Springer-Verlag

Erscheinungsjahr

1999

Sprache

Englisch

ISBN-10

144195113X

ISBN-13

9781441951137

Einband

Softcover

Zustand

Good

Gewicht

450 Gramm

Verk�uferkataloge

Economics

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Inhaltsangabe

Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective?
The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems.
Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable.

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