Real Exchange Rate Movements is popular PDF and ePub book, written by Sven-Morten Mentzel in 2012-12-06, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Real Exchange Rate Movements can be Read Online from any device for your convenience.
Real Exchange Rate Movements Book PDF Summary
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.
Detail Book of Real Exchange Rate Movements PDF
- Author : Sven-Morten Mentzel
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9783642590177
- Genre : Business & Economics
- Total Page : 114 pages
- Language : English
- PDF File Size : 9,5 Mb
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