| 書目名稱 | Real Exchange Rate Movements |
| 副標題 | An Econometric Inves |
| 編輯 | Sven-Morten Mentzel |
| 視頻video | http://file.papertrans.cn/823/822168/822168.mp4 |
| 叢書名稱 | Contributions to Economics |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 1998 |
| 關鍵詞 | Au?enwirtschaft; Geldpolitk; Makro?konomik; cointegration; econometrics; economics; exchange rates; forecas |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-59017-7 |
| isbn_softcover | 978-3-7908-1081-3 |
| isbn_ebook | 978-3-642-59017-7Series ISSN 1431-1933 Series E-ISSN 2197-7178 |
| issn_series | 1431-1933 |
| copyright | Springer-Verlag Berlin Heidelberg 1998 |
|Archiver|手機版|小黑屋|
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