Exchange rate economics: selected essays
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cheltenham [u.a.]
Elgar
2009
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Mit Literaturangaben |
| Physical Description: | XIII, 405 S. graph. Darst. |
| ISBN: | 9781843761983 184376198X |
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Record in the Search Index
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|---|---|
| adam_text | Contents
Acknowledgments
vii
Introduction
ix
PARTI
MONETARY FUNDAMENTALS AND EXCHANGE RATE
FORECASTING
1
Exchange Rate Behaviour: are Fundamentals Important? , Economic
Journal,
109 (459), 1999,
F673-F691
3
2
The Monetary Model of the Exchange Rate: Long-ran Relationships,
Short-ran Dynamics and How to Beat a Random Walk , with M.P.
Taylor, Journal of International Money and Finance,
13 (3), 1994,
276-90 22
3
On Fundamentals and Exchange Rates: a Casselian Perspective
,
with
I.W. Marsh, Review of Economics and Statistics,
79 (4), 1997,655-64 37
4
Monetary-based Models of the Exchange Rate: a Panel Perspective
,
with S. Husted, Journal of International Financial Markets, Institutions
and Money,
8 (1), 1998,1-19 47
5
Modeling the ECU Against the U.S. Dollar: a Structural Monetary
Interpretation , with L.
La Cour,
Journal of Business and Economic
Statistics,
18 (4), 2000,436-50 66
6
Currency Spillovers and Tri-polarity: a Simultaneous Model of the US
Dollar, German Mark and Japanese Yen , with I.W. Marsh, Journal of
International Money and Finance,
23 (1), 2004, 99-11
1
81
7
Markov Switching Regimes in a Monetary Exchange Rate
Modeľ,
with M.
Frommel
and L. Menkhoff, Economic Modelling,
22 (3), 2005,
485-502 94
PART
Π
EQUILIBRIUM EXCHANGE RATES: PURCHASING POWER
PARITY AND THE REAL EXCHANGE RATE
8
Long-ran Purchasing Power
Pařily:
is it for Real? , Review of
Economics and Statistics,
75 (4), 1993,690-95 115
9
Panel Unit Root Tests and Real Exchange Rates
,
Economics Letters,
50(1), 1996,7-11 121
10
International Parity Relationships Between the USA and Japan , with
K. Juselius, Japan and the World Economy,
16 (1), 2004,17-34 126
11
Filtering the BEER: a Permanent and Transitory Decomposition
,
with
P.B. Clark, Global Finance Journal,
15 (1), 2004, 29-56 144
12
The Real Exchange Rate and the Balassa-Samuelson Effect: (he
Rołe
of the Distributional Sector , with L.A.
Ricci,
Pacific Economic Review,
10(1), 2005,29-48 172
vï
Exchange
Rate Economies
13
Real Exchange Rates, Imperfect Substitutability, and Imperfect
Competition , with L.A.
Ricci,
Journal of Macroeconomics,
29 (4),
2007,639-64 192
PART
m
EXPECTATIONS FORMATION, NEWS AND RISK
14
£M3 Surprises and Asset Prices , with T.S. Torrance,
Economica,
54 (216), 1987, 505-15 221
15
Expectations Formation and Risk in Four Foreign Exchange Markets
,
with T.S. Torrance, Oxford Economic Papers,
42 (3), 1990,544-61 232
16
Combining Exchange Rate Forecasts: What is the Optimal Consensus
Measure? , with I.W. Marsh, Journal of Forecasting,
13, 1994, 313-32 250
17
Currency Forecasters are Heterogeneous: Confirmation and
Consequences , with I.W. Marsh, Journal of International Money and
Finance,
15 (5), 1996,665-85 270
18
Models of Exchange Rate Expectations: How Much Heterogeneity?
,
with
A. Bénassy-Quéré
and S. Larribeau, Journal of International
Financial Markets, Institutions and Money,
13 (2), 2003,113-36 291
PART IV THE ECONOMICS OF FIXED EXCHANGE RATES AND
CREDIBILITY ISSUES
19
On the Mean-reverting Properties of Target Zone Exchange Rates:
Some Evidence from the ERM , with M. Anthony, European Economic
Review,
42 (8), 1998,1493-523 317
20
Crash
!
Expectational Aspects of the Departures of the United Kingdom
and the United States from the Inter-war Gold Standard , with C.P.
Hallwood
and I.W. Marsh, Explorations in Economic History,
34 (2),
1997, 174-94 348
21
Realignment Expectations and the US Dollar,
1890-1897:
Was There a
Peso Problem ? , with C.P.
Hallwood
and I.W. Marsh, Journal of
Monetary Economics,
46 (3), 2000,605-20 369
22
Interest Rate Interactions in the Classical Gold Standard,
1880-1914:
Was There Any Monetary Independence? , with M.D.
Bordo,
Journal of
Monetary Economics,
52 (2), 2005,307-27 385
|
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| spelling | MacDonald, Ronald 1955- Verfasser (DE-588)126262268 aut Exchange rate economics selected essays Ronald MacDonald Cheltenham [u.a.] Elgar 2009 XIII, 405 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mit Literaturangaben Foreign exchange Foreign exchange futures Monetäre Wechselkurstheorie (DE-588)4758072-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Monetäre Wechselkurstheorie (DE-588)4758072-0 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018664999&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | MacDonald, Ronald 1955- Exchange rate economics selected essays Foreign exchange Foreign exchange futures Monetäre Wechselkurstheorie (DE-588)4758072-0 gnd |
| subject_GND | (DE-588)4758072-0 (DE-588)4143413-4 |
| title | Exchange rate economics selected essays |
| title_auth | Exchange rate economics selected essays |
| title_exact_search | Exchange rate economics selected essays |
| title_full | Exchange rate economics selected essays Ronald MacDonald |
| title_fullStr | Exchange rate economics selected essays Ronald MacDonald |
| title_full_unstemmed | Exchange rate economics selected essays Ronald MacDonald |
| title_short | Exchange rate economics |
| title_sort | exchange rate economics selected essays |
| title_sub | selected essays |
| topic | Foreign exchange Foreign exchange futures Monetäre Wechselkurstheorie (DE-588)4758072-0 gnd |
| topic_facet | Foreign exchange Foreign exchange futures Monetäre Wechselkurstheorie Aufsatzsammlung |
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