Exchange Rate Modelling: 37 (Advanced Studies in Theoretical and Applied Econometrics) - Softcover

MacDonald, Ronald; Marsh, Ian

 
9781441951137: Exchange Rate Modelling: 37 (Advanced Studies in Theoretical and Applied Econometrics)
Softcover
ISBN 10: 144195113X ISBN 13: 9781441951137
Verlag: Springer, 2010

Inhaltsangabe

Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective?
The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems.
Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective?
The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems.
Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
144195113X
ISBN 13 
9781441951137
Einband
Tapa blanda
Anzahl der Seiten
240
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

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Hamburg
Deutschland

Weitere beliebte Ausgaben desselben Titels

9780792386681: Exchange Rate Modelling: 37 (Advanced Studies in Theoretical and Applied Econometrics)

Vorgestellte Ausgabe

ISBN 10:  079238668X ISBN 13:  9780792386681
Verlag: Springer, 1999
Hardcover