Exchange Rates and Macroeconomic Dynamics (Applied Econometrics Association Series) - Softcover

Softcover

ISBN 10: 1349352837 ISBN 13: 9781349352838

Publisher: Palgrave Macmillan, 2008

Synopsis

This book looks at the PPP persistence puzzle, and econometric aspects of exchange rate dynamics and their implications. It also explores the importance of exchange rate dynamics in the pass-through effects (PTE) and the econometric aspects of the exchange rates dynamics linked to structural shocks on different economies.

About this title

About the Author

VIRGINIE COUDERT Economic Advisor, Financial Stability Coordination Department, Banque de France, France CÉCILE COUHARDE Lecturer, University of Paris 13, France VICTORIA DOBRYNSKAYA Assistant Professor, State University - Higher School of Economics, International College of Economics and Finance, Moscow, Russia JAN FRAIT Professor of Economics, Faculty of Economics, Technical University, Ostrava, Czech Republic; Bank Board Member, Czech National Bank, Czech Republic LUBO KOMÁREK Advisor to the Bank Board Member, Czech National Bank, Czech Republic; Associate Professor, Prague School of Economics, Czech Republic; Vice-President, Czech Economic Society, Czech Republic RONALD MACDONALD Adam Smith Professor of Political Economy, University of Glasgow, UK MARTIN MELECKÝ Department of Economics, University of New South Wales, Australia CHRISTOS PAPAZOGLOU Senior Economist, Economic Research Department, Bank of Greece, Greece; Assistant Professor of Economics, Panteion University of Athens, Greece VIKTOR VÁRPALOTAI Assistant Professor, University of Budapest, Hungary; Researcher, Magyar Nemzeti Bank, Hungary GREGORY DE WALQUE Economist, National Bank of Belgium, Belgium RAF WOUTERS Senior Economist, National Bank of Belgium, Belgium

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2008
• Language: English
• ISBN 10: 1349352837
• ISBN 13: 9781349352838
• Binding: Paperback
• Edition number: 1
• Number of pages: 257
• Editor: Karadeloglou P., Terraza V.