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Real Exchange Rate Movements - An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates (Paperback, Softcover reprint of the original 1st ed. 1998)
Loot Price: R1,506
Discovery Miles 15 060
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Real Exchange Rate Movements - An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates (Paperback, Softcover reprint of the original 1st ed. 1998)
Series: Contributions to Economics
Expected to ship within 10 - 15 working days
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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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