Real Exchange Rate Movements: An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates
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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Heidelberg
Physica-Verlag HD
1998
|
| Edition: | 1st ed. 1998 |
| Series: | Contributions to Economics
|
| Subjects: | |
| Online Access: | BTU01 Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (X, 109 p) |
| ISBN: | 9783642590177 |
| DOI: | 10.1007/978-3-642-59017-7 |
Staff View
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| spelling | Mentzel, Sven-Morten Verfasser aut Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates by Sven-Morten Mentzel 1st ed. 1998 Heidelberg Physica-Verlag HD 1998 1 Online-Ressource (X, 109 p) txt rdacontent c rdamedia cr rdacarrier Contributions to Economics 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 Geschichte 1972-1994 gnd rswk-swf International Economics Economic Theory/Quantitative Economics/Mathematical Methods International economics Economic theory US-Dollar (DE-588)4012671-7 gnd rswk-swf Realer Wechselkurs (DE-588)4129422-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Wechselkursänderung (DE-588)4129405-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content US-Dollar (DE-588)4012671-7 s Realer Wechselkurs (DE-588)4129422-1 s Wechselkursänderung (DE-588)4129405-1 s Geschichte 1972-1994 z Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Erscheint auch als Druck-Ausgabe 9783790810813 Erscheint auch als Druck-Ausgabe 9783642590184 https://doi.org/10.1007/978-3-642-59017-7 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Mentzel, Sven-Morten Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates International Economics Economic Theory/Quantitative Economics/Mathematical Methods International economics Economic theory US-Dollar (DE-588)4012671-7 gnd Realer Wechselkurs (DE-588)4129422-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Wechselkursänderung (DE-588)4129405-1 gnd |
| subject_GND | (DE-588)4012671-7 (DE-588)4129422-1 (DE-588)4043212-9 (DE-588)4129405-1 (DE-588)4113937-9 |
| title | Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates |
| title_auth | Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates |
| title_exact_search | Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates |
| title_exact_search_txtP | Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates |
| title_full | Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates by Sven-Morten Mentzel |
| title_fullStr | Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates by Sven-Morten Mentzel |
| title_full_unstemmed | Real Exchange Rate Movements An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates by Sven-Morten Mentzel |
| title_short | Real Exchange Rate Movements |
| title_sort | real exchange rate movements an econometric investigation into causes of fluctuations in some dollar real exchange rates |
| title_sub | An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates |
| topic | International Economics Economic Theory/Quantitative Economics/Mathematical Methods International economics Economic theory US-Dollar (DE-588)4012671-7 gnd Realer Wechselkurs (DE-588)4129422-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Wechselkursänderung (DE-588)4129405-1 gnd |
| topic_facet | International Economics Economic Theory/Quantitative Economics/Mathematical Methods International economics Economic theory US-Dollar Realer Wechselkurs Ökonometrisches Modell Wechselkursänderung Hochschulschrift |
| url | https://doi.org/10.1007/978-3-642-59017-7 |
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