Real Exchange Rate Movements

数量经济学

原   价:
553.00
售   价:
442.00
优惠
平台大促 低至8折优惠
作      者
出  版 社
出版时间
1998年01月15日
装      帧
平装
ISBN
9783790810813
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页      码
109
语      种
英语
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库存 60 本
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图书简介
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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