Determinants of the euro real effective exchange rate: a BEER PEER approach
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Europ. Central Bank
2001
|
| Series: | Working paper series / European Central Bank
85 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 40 - 42 |
| Physical Description: | 42 S. graph. Darst. : 30 cm |
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MARC
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| 245 | 1 | 0 | |a Determinants of the euro real effective exchange rate |b a BEER PEER approach |c by Francisco Maeso-Fernandez ; Chiara Osbat ; Bernd Schnatz |
| 264 | 1 | |a Frankfurt am Main |b Europ. Central Bank |c 2001 | |
| 300 | |a 42 S. |b graph. Darst. : 30 cm | ||
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| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Working paper series / European Central Bank |v 85 | |
| 500 | |a Literaturverz. S. 40 - 42 | ||
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Euro | |
| 650 | 4 | |a Foreign exchange rates |z European Union countries |x Econometric models | |
| 651 | 4 | |a Europäische Union. Mitgliedsstaaten | |
| 700 | 1 | |a Osbat, Chiara |e Verfasser |4 aut | |
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Record in the Search Index
| _version_ | 1807319718056427520 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I
INTRODUCTION
7
II
FUNDAMENTAL-BASED
MODELS
OF
THE
REAL
EXCHANGE
RATE:
AN
OVERVIEW
8
A.
APPROACHES
TO
MODELLING
THE
MEDIUM-TERM
DETERMINANTS
OF
THE
EXCHANGE
RATE
8
B.
RECENT
EMPIRICAL
STUDIES
APPLYING
THE
BEER/PEER
APPROACH
TO
THE
EURO
10
III
CONSTRUCTION
OF
THE
DATA,
MOTIVATION
AND
DEFINITION
OF
THE
VARIABLES
11
A.
CONSTRUCTION
OF
SYNTHETIC
TIME
SERIES
11
B.
MOTIVATION
AND
DEFINITION
OF
THE
VARIABLES
12
C.
EVOLUTION
OF
THE
VARIABLES
16
IV.
ECONOMETRIC
METHODOLOGY
18
A.
UNIT
ROOT
TESTS
18
B.
VECTOR-ERROR
CORRECTION
MODELS
AND
COMMON
TRENDS
DECOMPOSITION
1
9
V.
ECONOMETRIC
RESULTS
20
A.
UNIT
ROOT
TESTS
AND
COINTEGRATION
FINDINGS
2
1
B.
DECOMPOSITION
INTO
PERMANENT
AND
TRANSITORY
COMPONENTS
25
C.
ESTIMATED
PERMANENT
AND
BEHAVIOURAL
EQUILIBRIUM
EXCHANGE
RATES.
28
VI.
CONCLUSION
33
APPENDIX
35
BIBLIOGRAPHY
40
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
43 |
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| author | Maeso-Fernandez, Francisco Osbat, Chiara Schnatz, Bernd 1966- |
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| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)52309432 (DE-599)BVBBV014074026 |
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| geographic | Europäische Union. Mitgliedsstaaten |
| geographic_facet | Europäische Union. Mitgliedsstaaten |
| id | DE-604.BV014074026 |
| illustrated | Illustrated |
| indexdate | 2024-08-14T00:13:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009639190 |
| oclc_num | 52309432 |
| open_access_boolean | |
| owner | DE-12 DE-706 DE-83 |
| owner_facet | DE-12 DE-706 DE-83 |
| physical | 42 S. graph. Darst. : 30 cm |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Europ. Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | Maeso-Fernandez, Francisco Verfasser aut Determinants of the euro real effective exchange rate a BEER PEER approach by Francisco Maeso-Fernandez ; Chiara Osbat ; Bernd Schnatz Frankfurt am Main Europ. Central Bank 2001 42 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 85 Literaturverz. S. 40 - 42 Ökonometrisches Modell Euro Foreign exchange rates European Union countries Econometric models Europäische Union. Mitgliedsstaaten Osbat, Chiara Verfasser aut Schnatz, Bernd 1966- Verfasser (DE-588)120344289 aut European Central Bank Working paper series 85 (DE-604)BV012681744 85 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009639190&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Maeso-Fernandez, Francisco Osbat, Chiara Schnatz, Bernd 1966- Determinants of the euro real effective exchange rate a BEER PEER approach Ökonometrisches Modell Euro Foreign exchange rates European Union countries Econometric models |
| title | Determinants of the euro real effective exchange rate a BEER PEER approach |
| title_auth | Determinants of the euro real effective exchange rate a BEER PEER approach |
| title_exact_search | Determinants of the euro real effective exchange rate a BEER PEER approach |
| title_full | Determinants of the euro real effective exchange rate a BEER PEER approach by Francisco Maeso-Fernandez ; Chiara Osbat ; Bernd Schnatz |
| title_fullStr | Determinants of the euro real effective exchange rate a BEER PEER approach by Francisco Maeso-Fernandez ; Chiara Osbat ; Bernd Schnatz |
| title_full_unstemmed | Determinants of the euro real effective exchange rate a BEER PEER approach by Francisco Maeso-Fernandez ; Chiara Osbat ; Bernd Schnatz |
| title_short | Determinants of the euro real effective exchange rate |
| title_sort | determinants of the euro real effective exchange rate a beer peer approach |
| title_sub | a BEER PEER approach |
| topic | Ökonometrisches Modell Euro Foreign exchange rates European Union countries Econometric models |
| topic_facet | Ökonometrisches Modell Euro Foreign exchange rates European Union countries Econometric models Europäische Union. Mitgliedsstaaten |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009639190&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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