The Monetary Model of Exchange Rates and Cointegration : Estimation, Testing and Prediction
Language: English
Published by Springer, 1992
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - This monograph is the result of merging parts of the authors's doctoral dissertations presented at The University of Pennsylvania in the spring of 1991. We would like to thank the members of our dissertation committees, Francis X. Diebold, Roberto S. Mariano and Marc Nerlove for their guidance and helpful comments. We received very good comments from Albert Ando, Yin-Wong Cheung, William English, S0ren Johansen, W. Krelle, Bruce Mizrach and seminar participants at the University of Pennsylvania and the XV Simposio de Analisis Econ6mico in Barcelona. Our thanks also to Werner A. MUller of Springer-Verlag for his help. Of course, any remaining errors are ours. We are indebted to Departamento de Trabajo del Gobierno Vasco and the Department of Economics at the University of Pennsylvania for financial support through our graduate studies. The research underlying this work was partially supported by two Alfred P. Sloan Foundation Fellowships. We could not have written this monograph without the support received from our families. Sections wi thin chapters are numbered using roman numerals. References to equations within the same chapter are of the form (11.7) whereas if they correspond to different chapters are (2.1V.4). TABLE OF CONTENTS CHAPTER 1. Introduction 1 CHAPTER 2. The Monetary Model of Exchange Rate Determination. I. Introduction. . . . 7 II. Monetary Models . . . 8 III. The Asset Market View 13 IV. Empirical Evidence 15 V. Treatment of Nonstationary Variables 16 CHAPTER 3. Long Run Exchange Rate Determination I.…
Seller Inventory # 9783540556350
- Title
- The Monetary Model of Exchange Rates and Cointegration : Estimation, Testing and Prediction
- Author
- Javier Gardeazabal
- Publisher
- Springer
- Publication year
- 1992
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540556354
- ISBN 13
- 9783540556350
- Item weight
- 375 grams
- Dimensions
- 244x170x12 mm
"Synopsis" may belong to another edition of this title.
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