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Exchange Rate Modelling (Hardcover, 1999 ed.) Loot Price: R4,309
Discovery Miles 43 090
Exchange Rate Modelling (Hardcover, 1999 ed.): Ronald MacDonald, Ian. Marsh

Exchange Rate Modelling (Hardcover, 1999 ed.)

Ronald MacDonald, Ian. Marsh

Series: Advanced Studies in Theoretical and Applied Econometrics, 37

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Loot Price R4,309 Discovery Miles 43 090 | Repayment Terms: R404 pm x 12*

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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.

General

Imprint: Springer
Country of origin: Netherlands
Series: Advanced Studies in Theoretical and Applied Econometrics, 37
Release date: November 1999
First published: 1999
Authors: Ronald MacDonald • Ian. Marsh
Dimensions: 234 x 156 x 14mm (L x W x T)
Format: Hardcover
Pages: 222
Edition: 1999 ed.
ISBN-13: 978-0-7923-8668-1
Categories: Books > Business & Economics > Economics > Macroeconomics > Monetary economics
Books > Business & Economics > Economics > Econometrics > General
LSN: 0-7923-8668-X
Barcode: 9780792386681

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