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Real Exchange Rate Movements

Sven-Morten Mentzel

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ISBN 10: 3790810819 / ISBN 13: 9783790810813
Published by Physica-Verlag
New Condition: New Soft cover
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109 pages. Dimensions: 9.1in. x 6.1in. x 0.4in.One aim of this book is to examine the causes of fluctuations in the markdollar, pounddollar, and yendollar 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 Johansens maximum likelihood cointegration procedure and a factor model of Gonzalo and Granger to this model. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9783790810813

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Bibliographic Details

Title: Real Exchange Rate Movements

Publisher: Physica-Verlag

Binding: Paperback

Book Condition:New

Book Type: Paperback

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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.

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