Essays on exchange rates and central bank credibility:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Göteborg
Dept. of Economics, School of Economics and Commercial Law, Göteborg Univ.
2002
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| Series: | Economic studies
113 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | [Ca. 130] S. in getr. Zählung graph. Darst. |
| ISBN: | 9188514722 |
Staff View
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Record in the Search Index
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| adam_text | If Contents ___. _j|
Dedication
Abstract
Acknowledgements
Contents
Introduction and Summary
References
Essay I: The predictive power of historical based volatility measures:
Evidence from Sweden.
1 Introduction
2 Background and methodology
3 Empirical results
4 Sign bias testing
5 Asymmetric volatility models
6 Conclusions
Appendix A
Appendix B
References
Essay II: Long memory dynamics in the Swedish exchange rate.
1 Introduction
2 Fractionally differenced time series models
3 Empirical results
4 Sources of long memory
5 Conclusions
Appendix A
Appendix B
References
Essay III: A reconsideration of the exchange rate - interest rate differential
relationship: Evidence from Sweden.
1 Introduction
2 The theoretical model
3 The data
4 Empirical investigation
4.1 Out-of-sample forecasting
5 Conclusions
Data-appendix
Figure-appendix
References
vi
Essay IV: Long memory effects and credibility in the Swedish monetary
policy.
1 Introduction
2 Central bank independence and credibility
2.1 The long memory approach and credibility
3 Fractionally differenced time series models
4 Empirical results
5 Conclusions
Appendix
References
vii
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| spelling | Maneschiöld, Per-Ola Verfasser aut Essays on exchange rates and central bank credibility Per-Ola Maneschiöld Göteborg Dept. of Economics, School of Economics and Commercial Law, Göteborg Univ. 2002 [Ca. 130] S. in getr. Zählung graph. Darst. txt rdacontent n rdamedia nc rdacarrier Economic studies 113 Zugl.: Göteborg, Univ., Diss., 2002 Inflationsbekämpfung (DE-588)4161661-3 gnd rswk-swf Wechselkursänderung (DE-588)4129405-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Notenbankpolitik (DE-588)4130528-0 gnd rswk-swf Glaubwürdigkeit (DE-588)4157500-3 gnd rswk-swf Schweden (DE-588)4077258-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Schweden (DE-588)4077258-5 g Wechselkursänderung (DE-588)4129405-1 s Ökonometrisches Modell (DE-588)4043212-9 s DE-188 Notenbankpolitik (DE-588)4130528-0 s Inflationsbekämpfung (DE-588)4161661-3 s Glaubwürdigkeit (DE-588)4157500-3 s Economic studies 113 (DE-604)BV027265370 113 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021975802&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Maneschiöld, Per-Ola Essays on exchange rates and central bank credibility Economic studies Inflationsbekämpfung (DE-588)4161661-3 gnd Wechselkursänderung (DE-588)4129405-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Notenbankpolitik (DE-588)4130528-0 gnd Glaubwürdigkeit (DE-588)4157500-3 gnd |
| subject_GND | (DE-588)4161661-3 (DE-588)4129405-1 (DE-588)4043212-9 (DE-588)4130528-0 (DE-588)4157500-3 (DE-588)4077258-5 (DE-588)4143413-4 (DE-588)4113937-9 |
| title | Essays on exchange rates and central bank credibility |
| title_auth | Essays on exchange rates and central bank credibility |
| title_exact_search | Essays on exchange rates and central bank credibility |
| title_full | Essays on exchange rates and central bank credibility Per-Ola Maneschiöld |
| title_fullStr | Essays on exchange rates and central bank credibility Per-Ola Maneschiöld |
| title_full_unstemmed | Essays on exchange rates and central bank credibility Per-Ola Maneschiöld |
| title_short | Essays on exchange rates and central bank credibility |
| title_sort | essays on exchange rates and central bank credibility |
| topic | Inflationsbekämpfung (DE-588)4161661-3 gnd Wechselkursänderung (DE-588)4129405-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Notenbankpolitik (DE-588)4130528-0 gnd Glaubwürdigkeit (DE-588)4157500-3 gnd |
| topic_facet | Inflationsbekämpfung Wechselkursänderung Ökonometrisches Modell Notenbankpolitik Glaubwürdigkeit Schweden Aufsatzsammlung Hochschulschrift |
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